+39.3%
XLC vs ROKU
-54.7%
+94.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.7% | -2.6% | +1.0% | -1.2% |
| 30D | +0.2% | +2.1% | -1.9% | -0.2% |
| 3M | +0.7% | +31.8% | -31.1% | -4.6% |
| 6M | -4.5% | +53.3% | -57.7% | -12.2% |
| YTD | -4.7% | +42.1% | -46.8% | -11.5% |
| 1Y | -1.5% | +62.3% | -63.8% | -11.0% |
| 3Y | +72.2% | +84.6% | -12.4% | +43.0% |
| 5Y | +39.3% | -53.1% | +92.4% | +25.9% |
| All | +39.3% | -54.7% | +94.0% | +25.9% |
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