+19.9%
XBI vs ROKU
-52.4%
+72.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -2.0% | +2.1% | -4.1% | -2.5% |
| 3M | +17.8% | +29.5% | -11.7% | +10.0% |
| 6M | +23.7% | +53.8% | -30.1% | +10.5% |
| YTD | +28.2% | +42.8% | -14.6% | +16.0% |
| 1Y | +64.0% | +60.7% | +3.2% | +43.3% |
| 3Y | +99.4% | +83.9% | +15.5% | +55.7% |
| All | +19.9% | -52.4% | +72.4% | +14.6% |
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