+52.6%
ROKU vs XPO
+0.1%
+52.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +0.7% | -8.1% | +8.8% | +2.7% |
| 3M | +26.5% | -19.0% | +45.5% | +34.0% |
| 6M | +52.6% | -5.2% | +57.8% | +43.9% |
| All | +52.6% | +0.1% | +52.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 6mo: compounded portfolio wealth divided by compounded XPO 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…
6mo analysis · Full analysis span regression · 6 months rolling