+70.9%
XOP vs ROKU
+867.7%
-796.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.7% |
| 7D | +1.0% | -3.0% | +4.0% | +1.3% |
| 30D | +10.8% | +0.7% | +10.1% | +10.8% |
| 3M | +19.5% | +26.5% | -7.0% | +16.5% |
| 6M | +21.6% | +52.6% | -31.1% | +16.0% |
| YTD | +55.8% | +40.9% | +14.9% | +49.6% |
| 1Y | +54.6% | +57.6% | -3.0% | +46.5% |
| 3Y | +36.6% | +83.2% | -46.5% | +23.7% |
| 5Y | +160.6% | -54.8% | +215.5% | +152.5% |
| All | +70.9% | +867.7% | -796.8% | +29.7% |
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