+70.3%
XLI vs ROKU
+83.2%
-12.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.5% |
| 3M | -1.3% | +29.5% | -30.8% | -4.9% |
| 6M | +2.2% | +53.8% | -51.6% | -3.9% |
| YTD | +11.7% | +42.8% | -31.1% | +5.8% |
| 1Y | +14.3% | +60.7% | -46.5% | +6.3% |
| 3Y | +70.3% | +83.9% | -13.6% | +50.5% |
| All | +70.3% | +83.2% | -12.8% | +50.5% |
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