+17.2%
XLI vs ROKU
+57.7%
-40.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.1% | -1.3% | +0.3% | -0.9% |
| 30D | -5.9% | +5.9% | -11.8% | -6.6% |
| 3M | -0.3% | +23.9% | -24.1% | -3.1% |
| 6M | +0.1% | +59.6% | -59.4% | -6.7% |
| YTD | +13.6% | +43.4% | -29.8% | +7.1% |
| 1Y | +17.2% | +60.2% | -43.0% | +8.8% |
| All | +17.2% | +57.7% | -40.5% | +8.8% |
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