+44.2%
XLU vs ROKU
-52.4%
+96.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -3.3% | +2.1% | -5.4% | -3.4% |
| 3M | -3.2% | +29.5% | -32.7% | -4.1% |
| 6M | -7.0% | +53.8% | -60.7% | -8.4% |
| YTD | +0.6% | +42.8% | -42.2% | -0.8% |
| 1Y | +2.4% | +60.7% | -58.3% | +0.5% |
| 3Y | +46.3% | +83.9% | -37.6% | +40.8% |
| All | +44.2% | -52.4% | +96.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling