+196.6%
XOM vs ROKU
+867.7%
-671.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | 0.0% | -3.0% | +3.1% | +0.2% |
| 30D | +3.4% | +0.7% | +2.7% | +3.4% |
| 3M | +11.0% | +26.5% | -15.5% | +9.9% |
| 6M | +10.6% | +52.6% | -42.0% | +8.5% |
| YTD | +39.2% | +40.9% | -1.7% | +36.9% |
| 1Y | +52.7% | +57.6% | -4.9% | +49.3% |
| 3Y | +56.8% | +83.2% | -26.4% | +49.8% |
| 5Y | +261.8% | -54.8% | +316.6% | +257.2% |
| All | +196.6% | +867.7% | -671.1% | +155.3% |
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