+489.1%
DDOG vs ROKU
+21.2%
+467.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -8.2% | +2.1% | -10.2% | -8.9% |
| 3M | -5.6% | +29.5% | -35.1% | -14.9% |
| 6M | +73.5% | +53.8% | +19.7% | +46.3% |
| YTD | +62.7% | +42.8% | +19.9% | +40.6% |
| 1Y | +59.0% | +60.7% | -1.8% | +31.1% |
| 3Y | +117.1% | +83.9% | +33.2% | +51.7% |
| 5Y | +61.3% | -52.8% | +114.1% | +59.0% |
| All | +489.1% | +21.2% | +467.9% | +267.4% |
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