+24.3%
XLP vs ROKU
+53.8%
-29.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.3% |
| 7D | +5.9% | +4.8% | +1.1% | +5.8% |
| 30D | +13.5% | +6.1% | +7.3% | +13.4% |
| 3M | +8.4% | +10.5% | -2.1% | +8.4% |
| 6M | +11.5% | +29.2% | -17.6% | +11.6% |
| YTD | +20.6% | +50.0% | -29.4% | +21.0% |
| 1Y | +24.3% | +53.4% | -29.1% | +25.1% |
| All | +24.3% | +53.8% | -29.5% | +25.1% |
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