+83.4%
DAL vs ROKU
+884.7%
-801.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -13.9% | +5.9% | -19.8% | -14.6% |
| 3M | +1.1% | +23.9% | -22.8% | -2.1% |
| 6M | +26.2% | +59.6% | -33.3% | +18.2% |
| YTD | +16.4% | +43.4% | -27.0% | +10.3% |
| 1Y | +33.9% | +60.2% | -26.3% | +24.6% |
| 3Y | +93.4% | +90.4% | +3.0% | +71.4% |
| 5Y | +106.4% | -54.5% | +160.9% | +91.6% |
| All | +83.4% | +884.7% | -801.3% | +52.1% |
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