+555.8%
ROKU vs XPO
+716.5%
-160.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | +2.1% | -10.4% | +12.5% | +5.9% |
| 3M | +31.8% | -15.7% | +47.5% | +39.0% |
| 6M | +53.3% | -6.3% | +59.6% | +54.9% |
| YTD | +42.1% | +34.2% | +7.9% | +24.5% |
| 1Y | +62.3% | +39.9% | +22.4% | +38.8% |
| 3Y | +84.6% | +155.2% | -70.6% | +23.5% |
| 5Y | -53.1% | +264.7% | -317.7% | -73.9% |
| All | +555.8% | +716.5% | -160.7% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling