+161.8%
XLE vs ROKU
+915.9%
-754.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -12.0% | +3.5% | -15.5% | -12.2% |
| 30D | -2.7% | +5.1% | -7.9% | -3.0% |
| 3M | +6.6% | +7.0% | -0.4% | +6.1% |
| 6M | +9.5% | +25.4% | -15.9% | +7.9% |
| YTD | +40.6% | +48.0% | -7.4% | +36.7% |
| 1Y | +43.6% | +53.1% | -9.5% | +39.3% |
| 3Y | +58.1% | +92.7% | -34.6% | +48.4% |
| 5Y | +152.2% | -42.4% | +194.6% | +144.3% |
| All | +161.8% | +915.9% | -754.2% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling