+56.1%
XRT vs ROKU
+98.8%
-42.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | +7.9% | +5.1% | +2.8% | +6.9% |
| 3M | -0.2% | +7.0% | -7.1% | -1.5% |
| 6M | +5.6% | +25.4% | -19.9% | +0.7% |
| YTD | +5.7% | +48.0% | -42.3% | -3.0% |
| 1Y | +14.6% | +53.1% | -38.6% | +4.3% |
| All | +56.1% | +98.8% | -42.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling