+84.7%
XBI vs ROKU
+875.4%
-790.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -4.6% | -2.6% | -2.0% | -4.1% |
| 30D | -0.8% | +2.1% | -2.9% | -1.2% |
| 3M | +21.8% | +31.8% | -10.0% | +15.1% |
| 6M | +23.2% | +53.3% | -30.1% | +12.8% |
| YTD | +28.7% | +42.1% | -13.3% | +19.2% |
| 1Y | +67.8% | +62.3% | +5.4% | +50.8% |
| 3Y | +100.6% | +84.6% | +16.0% | +66.1% |
| 5Y | +19.8% | -53.1% | +72.9% | +14.2% |
| All | +84.7% | +875.4% | -790.8% | +27.3% |
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