+2.3%
XLY vs ROKU
+52.6%
-50.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.0% |
| 7D | +6.1% | +4.8% | +1.3% | +5.1% |
| 30D | +10.8% | +6.1% | +4.7% | +9.5% |
| 3M | +3.6% | +10.5% | -6.8% | +1.6% |
| 6M | +4.4% | +29.2% | -24.8% | -1.0% |
| YTD | +3.1% | +50.0% | -47.0% | -6.2% |
| All | +2.3% | +52.6% | -50.3% | -6.8% |
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 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