+609.6%
VLO vs ROKU
-54.7%
+664.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +4.0% | -2.6% | +6.6% | +4.2% |
| 30D | +19.0% | +2.1% | +16.9% | +18.8% |
| 3M | +50.0% | +31.8% | +18.2% | +46.8% |
| 6M | +79.1% | +53.3% | +25.9% | +72.9% |
| YTD | +140.3% | +42.1% | +98.2% | +132.9% |
| 1Y | +148.3% | +62.3% | +86.0% | +137.9% |
| 3Y | +194.6% | +84.6% | +110.0% | +173.1% |
| 5Y | +609.6% | -53.1% | +662.6% | +608.6% |
| All | +609.6% | -54.7% | +664.3% | +608.6% |
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