+80.2%
DAL vs ROKU
+867.7%
-787.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | -11.7% | +0.7% | -12.4% | -11.8% |
| 3M | -2.7% | +26.5% | -29.2% | -6.0% |
| 6M | +30.7% | +52.6% | -22.0% | +23.1% |
| YTD | +14.4% | +40.9% | -26.6% | +8.6% |
| 1Y | +31.2% | +57.6% | -26.4% | +22.4% |
| 3Y | +99.4% | +83.2% | +16.3% | +77.6% |
| 5Y | +98.6% | -54.8% | +153.4% | +84.7% |
| All | +80.2% | +867.7% | -787.6% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling