+96.9%
XLP vs ROKU
+883.2%
-786.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.3% | +1.5% | -2.7% | -1.3% |
| 3M | +1.8% | +25.7% | -23.9% | +1.1% |
| 6M | -0.8% | +54.5% | -55.3% | -2.3% |
| YTD | +9.5% | +43.2% | -33.7% | +8.1% |
| 1Y | +7.2% | +56.3% | -49.1% | +5.4% |
| 3Y | +27.1% | +86.1% | -59.0% | +22.7% |
| 5Y | +32.0% | -53.6% | +85.6% | +30.2% |
| All | +96.9% | +883.2% | -786.3% | +78.6% |
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