+59.4%
SLB vs ROKU
+62.9%
-3.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +7.1% | +2.1% | +5.0% | +6.8% |
| 3M | +0.6% | +29.5% | -28.9% | -3.2% |
| 6M | +17.6% | +53.8% | -36.2% | +9.4% |
| YTD | +48.5% | +42.8% | +5.7% | +41.6% |
| 1Y | +59.4% | +60.7% | -1.3% | +45.9% |
| All | +59.4% | +62.9% | -3.5% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling