+550.6%
ROKU vs XME
+315.9%
+234.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.2% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | +0.7% | +1.4% | -0.7% | -0.4% |
| 3M | +26.5% | +2.7% | +23.7% | +23.5% |
| 6M | +52.6% | +6.5% | +46.1% | +45.4% |
| YTD | +40.9% | +15.2% | +25.7% | +27.8% |
| 1Y | +57.6% | +43.5% | +14.1% | +24.7% |
| 3Y | +83.2% | +135.9% | -52.7% | +10.6% |
| 5Y | -54.8% | +181.5% | -236.3% | -74.4% |
| All | +550.6% | +315.9% | +234.7% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling