-52.0%
ROKU vs XHB
+33.0%
-85.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -1.0% |
| 7D | -0.4% | -4.6% | +4.2% | +4.0% |
| 30D | +2.1% | -9.1% | +11.2% | +11.4% |
| 3M | +29.5% | -8.6% | +38.1% | +38.3% |
| 6M | +53.8% | -4.0% | +57.8% | +54.8% |
| YTD | +42.8% | -3.9% | +46.7% | +41.9% |
| 1Y | +60.7% | -16.5% | +77.2% | +84.1% |
| 3Y | +83.9% | +22.6% | +61.3% | +21.7% |
| All | -52.0% | +33.0% | -85.0% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling