+112.9%
XLB vs ROKU
+875.4%
-762.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.5% | -2.6% | -0.9% | -3.3% |
| 30D | -4.7% | +2.1% | -6.8% | -4.8% |
| 3M | +2.7% | +31.8% | -29.1% | +0.2% |
| 6M | +2.6% | +53.3% | -50.7% | -1.3% |
| YTD | +12.8% | +42.1% | -29.2% | +9.1% |
| 1Y | +14.0% | +62.3% | -48.4% | +8.8% |
| 3Y | +31.5% | +84.6% | -53.2% | +21.0% |
| 5Y | +33.4% | -53.1% | +86.5% | +28.2% |
| All | +112.9% | +875.4% | -762.6% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling