+98.2%
XLP vs ROKU
+884.7%
-786.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -0.9% | +5.9% | -6.8% | -1.1% |
| 3M | +3.8% | +23.9% | -20.1% | +3.1% |
| 6M | -1.7% | +59.6% | -61.3% | -3.3% |
| YTD | +10.3% | +43.4% | -33.2% | +8.8% |
| 1Y | +7.8% | +60.2% | -52.4% | +5.9% |
| 3Y | +27.2% | +90.4% | -63.2% | +22.7% |
| 5Y | +32.5% | -54.5% | +87.1% | +30.8% |
| All | +98.2% | +884.7% | -786.6% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling