+36.5%
XBI vs ROKU
+50.4%
-13.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.5% |
| 7D | -6.0% | +2.6% | -8.5% | -6.3% |
| 30D | -1.7% | +5.5% | -7.1% | -2.5% |
| 3M | -3.0% | +9.1% | -12.1% | -4.5% |
| 6M | +11.0% | +28.9% | -17.9% | +6.0% |
| YTD | +21.8% | +47.8% | -26.0% | +10.3% |
| 1Y | +36.5% | +51.8% | -15.3% | +24.6% |
| All | +36.5% | +50.4% | -13.9% | +24.6% |
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 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