+170.5%
XLE vs ROKU
+884.7%
-714.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.8% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | +11.8% | +5.9% | +5.9% | +11.4% |
| 3M | +9.8% | +23.9% | -14.1% | +8.3% |
| 6M | +15.6% | +59.6% | -44.0% | +12.0% |
| YTD | +45.3% | +43.4% | +1.8% | +41.6% |
| 1Y | +48.3% | +60.2% | -11.8% | +43.3% |
| 3Y | +55.4% | +90.4% | -35.0% | +45.6% |
| 5Y | +216.1% | -54.5% | +270.6% | +210.3% |
| All | +170.5% | +884.7% | -714.2% | +123.7% |
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