+83.9%
ROKU vs XME
+122.1%
-38.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -0.4% | -4.2% | +3.8% | +2.0% |
| 30D | +2.1% | -2.7% | +4.8% | +3.2% |
| 3M | +29.5% | -3.9% | +33.4% | +31.5% |
| 6M | +53.8% | -1.0% | +54.8% | +51.7% |
| YTD | +42.8% | +9.8% | +33.0% | +29.4% |
| 1Y | +60.7% | +32.5% | +28.2% | +22.1% |
| 3Y | +83.9% | +124.3% | -40.4% | -21.3% |
| All | +83.9% | +122.1% | -38.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling