+121.1%
DDOG vs ROKU
+80.8%
+40.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.7% | +7.5% |
| 7D | +7.7% | -3.0% | +10.7% | +8.4% |
| 30D | -13.6% | +0.7% | -14.3% | -13.8% |
| 3M | -0.9% | +26.5% | -27.4% | -7.2% |
| 6M | +75.2% | +52.6% | +22.6% | +55.7% |
| YTD | +65.7% | +40.9% | +24.7% | +49.6% |
| 1Y | +60.4% | +57.6% | +2.7% | +40.7% |
| All | +121.1% | +80.8% | +40.3% | +110.3% |
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