+32.0%
XEL vs ROKU
-52.4%
+84.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -3.9% | +2.1% | -6.0% | -4.0% |
| 3M | -2.8% | +29.5% | -32.3% | -3.0% |
| 6M | -5.4% | +53.8% | -59.2% | -5.7% |
| YTD | +3.8% | +42.8% | -39.1% | +3.4% |
| 1Y | +6.8% | +60.7% | -53.9% | +6.4% |
| 3Y | +45.6% | +83.9% | -38.3% | +44.1% |
| All | +32.0% | -52.4% | +84.5% | +22.9% |
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