+136.0%
XLV vs ROKU
+880.6%
-744.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -1.8% | +2.1% | -3.9% | -2.0% |
| 3M | +7.8% | +29.5% | -21.7% | +6.0% |
| 6M | +9.1% | +53.8% | -44.7% | +6.0% |
| YTD | +7.7% | +42.8% | -35.1% | +5.0% |
| 1Y | +20.4% | +60.7% | -40.3% | +16.4% |
| 3Y | +30.8% | +83.9% | -53.1% | +22.6% |
| 5Y | +34.6% | -52.8% | +87.4% | +31.7% |
| All | +136.0% | +880.6% | -744.6% | +99.5% |
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 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