+51.2%
XLE vs ROKU
+57.4%
-6.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +0.3% | -3.0% | +3.4% | +0.2% |
| 30D | +8.5% | +0.7% | +7.8% | +8.6% |
| 3M | +14.6% | +26.5% | -11.8% | +15.5% |
| 6M | +17.6% | +52.6% | -35.1% | +18.8% |
| YTD | +48.1% | +40.9% | +7.2% | +50.2% |
| All | +51.2% | +57.4% | -6.3% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling