+139.3%
SLB vs ROKU
-54.3%
+193.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.9% | -3.0% | +1.2% | -1.6% |
| 30D | +7.8% | +0.7% | +7.1% | +7.7% |
| 3M | +2.7% | +26.5% | -23.8% | +0.6% |
| 6M | +22.2% | +52.6% | -30.5% | +17.7% |
| YTD | +51.1% | +40.9% | +10.2% | +46.4% |
| 1Y | +63.3% | +57.6% | +5.7% | +56.7% |
| 3Y | +2.4% | +83.2% | -80.8% | -5.3% |
| 5Y | +139.3% | -54.8% | +194.2% | +142.3% |
| All | +139.3% | -54.3% | +193.6% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling