+459.9%
DDOG vs ROKU
+21.5%
+438.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -10.1% | +1.5% | -11.6% | -10.7% |
| 3M | -9.3% | +25.7% | -35.0% | -17.3% |
| 6M | +67.2% | +54.5% | +12.7% | +40.8% |
| YTD | +54.6% | +43.2% | +11.4% | +33.5% |
| 1Y | +54.1% | +56.3% | -2.2% | +28.3% |
| 3Y | +115.3% | +86.1% | +29.2% | +49.8% |
| 5Y | +50.6% | -53.6% | +104.2% | +49.4% |
| All | +459.9% | +21.5% | +438.3% | +249.0% |
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