+71.7%
DDOG vs ROKU
+98.8%
-27.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -23.9% | +3.5% | -27.4% | -24.6% |
| 30D | -34.0% | +5.1% | -39.1% | -34.9% |
| 3M | -21.9% | +7.0% | -28.9% | -23.4% |
| 6M | +24.6% | +25.4% | -0.8% | +16.1% |
| YTD | +31.7% | +48.0% | -16.3% | +16.2% |
| 1Y | -6.2% | +53.1% | -59.3% | -18.1% |
| All | +71.7% | +98.8% | -27.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling