+175.1%
XLE vs ROKU
+880.6%
-705.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +6.7% | +2.1% | +4.7% | +6.6% |
| 3M | +14.9% | +29.5% | -14.6% | +13.0% |
| 6M | +15.9% | +53.8% | -37.9% | +12.6% |
| YTD | +47.7% | +42.8% | +4.9% | +44.0% |
| 1Y | +50.7% | +60.7% | -10.0% | +45.7% |
| 3Y | +57.9% | +83.9% | -26.0% | +48.2% |
| 5Y | +227.0% | -52.8% | +279.8% | +220.3% |
| All | +175.1% | +880.6% | -705.5% | +127.5% |
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 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