+74.2%
XLF vs ROKU
+83.2%
-9.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | -1.2% | +2.1% | -3.2% | -1.4% |
| 3M | +9.2% | +29.5% | -20.3% | +5.6% |
| 6M | +16.3% | +53.8% | -37.5% | +9.9% |
| YTD | +5.4% | +42.8% | -37.4% | +0.2% |
| 1Y | +7.6% | +60.7% | -53.1% | +0.6% |
| 3Y | +74.2% | +83.9% | -9.7% | +53.2% |
| All | +74.2% | +83.2% | -9.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling