+580.4%
VLO vs ROKU
+884.7%
-304.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +5.2% | -1.3% | +6.5% | +5.3% |
| 30D | +22.6% | +5.9% | +16.7% | +22.2% |
| 3M | +43.8% | +23.9% | +19.9% | +41.7% |
| 6M | +65.7% | +59.6% | +6.2% | +60.4% |
| YTD | +131.1% | +43.4% | +87.7% | +125.0% |
| 1Y | +143.6% | +60.2% | +83.5% | +135.2% |
| 3Y | +201.4% | +90.4% | +111.0% | +182.6% |
| 5Y | +568.9% | -54.5% | +623.4% | +553.6% |
| All | +580.4% | +884.7% | -304.3% | +468.0% |
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