+160.4%
XLF vs ROKU
+875.4%
-715.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.9% | -2.6% | -0.2% | -2.7% |
| 30D | -1.6% | +2.1% | -3.7% | -1.8% |
| 3M | +9.3% | +31.8% | -22.5% | +6.6% |
| 6M | +14.6% | +53.3% | -38.7% | +10.3% |
| YTD | +4.7% | +42.1% | -37.3% | +1.3% |
| 1Y | +8.6% | +62.3% | -53.7% | +3.8% |
| 3Y | +73.9% | +84.6% | -10.8% | +60.2% |
| 5Y | +65.0% | -53.1% | +118.1% | +58.1% |
| All | +160.4% | +875.4% | -715.1% | +114.9% |
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