+100.0%
DAL vs ROKU
+915.9%
-815.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +8.8% | +3.5% | +5.3% | +8.3% |
| 30D | +5.4% | +5.1% | +0.3% | +4.7% |
| 3M | -4.9% | +7.0% | -11.9% | -5.8% |
| 6M | +19.8% | +25.4% | -5.6% | +16.0% |
| YTD | +27.0% | +48.0% | -21.0% | +19.8% |
| 1Y | +52.5% | +53.1% | -0.7% | +43.0% |
| 3Y | +173.8% | +92.7% | +81.1% | +143.4% |
| 5Y | +104.5% | -42.4% | +146.9% | +87.4% |
| All | +100.0% | +915.9% | -815.9% | +65.2% |
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