+68.7%
XLC vs ROKU
+80.8%
-12.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | -0.3% | +26.5% | -26.8% | -3.9% |
| 6M | -5.2% | +52.6% | -57.8% | -11.3% |
| YTD | -5.3% | +40.9% | -46.2% | -10.6% |
| 1Y | -2.8% | +57.6% | -60.5% | -10.0% |
| All | +68.7% | +80.8% | -12.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling