+135.5%
SHEL vs ROKU
+867.7%
-732.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +3.0% | -3.0% | +6.1% | +3.2% |
| 30D | +7.2% | +0.7% | +6.5% | +7.2% |
| 3M | +12.9% | +26.5% | -13.6% | +11.4% |
| 6M | +13.7% | +52.6% | -38.9% | +10.9% |
| YTD | +33.7% | +40.9% | -7.3% | +30.8% |
| 1Y | +37.9% | +57.6% | -19.8% | +34.0% |
| 3Y | +70.2% | +83.2% | -12.9% | +61.0% |
| 5Y | +192.3% | -54.8% | +247.2% | +189.0% |
| All | +135.5% | +867.7% | -732.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling