+182.0%
XLI vs ROKU
+880.6%
-698.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.7% | -0.4% | -1.2% | -1.6% |
| 30D | -7.3% | +2.1% | -9.3% | -7.4% |
| 3M | -1.3% | +29.5% | -30.8% | -3.6% |
| 6M | +2.2% | +53.8% | -51.6% | -1.6% |
| YTD | +11.7% | +42.8% | -31.1% | +8.0% |
| 1Y | +14.3% | +60.7% | -46.5% | +9.3% |
| 3Y | +70.3% | +83.9% | -13.6% | +57.1% |
| 5Y | +82.3% | -52.8% | +135.1% | +75.2% |
| All | +182.0% | +880.6% | -698.6% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling