+35.6%
XLC vs ROKU
-41.8%
+77.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.9% | +3.5% | +1.4% | +4.2% |
| 30D | -5.8% | +5.1% | -10.9% | -6.7% |
| 3M | -5.4% | +7.0% | -12.4% | -6.6% |
| 6M | -10.2% | +25.4% | -35.6% | -14.2% |
| YTD | -10.2% | +48.0% | -58.1% | -17.2% |
| 1Y | -5.6% | +53.1% | -58.8% | -13.7% |
| 3Y | +61.0% | +92.7% | -31.7% | +33.6% |
| All | +35.6% | -41.8% | +77.5% | +18.1% |
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