+138.4%
SHEL vs ROKU
+880.6%
-742.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +4.1% | -0.4% | +4.5% | +4.1% |
| 30D | +8.4% | +2.1% | +6.3% | +8.3% |
| 3M | +13.7% | +29.5% | -15.8% | +12.1% |
| 6M | +12.7% | +53.8% | -41.1% | +9.9% |
| YTD | +35.3% | +42.8% | -7.5% | +32.3% |
| 1Y | +39.4% | +60.7% | -21.4% | +35.3% |
| 3Y | +71.5% | +83.9% | -12.4% | +62.1% |
| 5Y | +195.0% | -52.8% | +247.8% | +191.0% |
| All | +138.4% | +880.6% | -742.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling