+45.7%
DAL vs ROKU
+49.3%
-3.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +8.8% | +3.5% | +5.3% | +8.0% |
| 30D | +5.4% | +5.1% | +0.3% | +4.2% |
| 3M | -4.9% | +7.0% | -11.9% | -6.4% |
| 6M | +19.8% | +25.4% | -5.6% | +13.4% |
| YTD | +27.0% | +48.0% | -21.0% | +16.0% |
| All | +45.7% | +49.3% | -3.6% | +32.7% |
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 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