+7.2%
SLB vs ROKU
+884.7%
-877.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +0.8% | -1.3% | +2.2% | +0.9% |
| 30D | +15.8% | +5.9% | +10.0% | +15.4% |
| 3M | -0.3% | +23.9% | -24.2% | -1.9% |
| 6M | +21.3% | +59.6% | -38.2% | +17.4% |
| YTD | +52.3% | +43.4% | +8.9% | +48.3% |
| 1Y | +63.6% | +60.2% | +3.5% | +58.0% |
| 3Y | +3.8% | +90.4% | -86.6% | -2.8% |
| 5Y | +128.6% | -54.5% | +183.2% | +123.9% |
| All | +7.2% | +884.7% | -877.6% | -9.9% |
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 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