+47.9%
DE vs ROKU
+57.7%
-9.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +10.0% | -1.3% | +11.3% | +10.1% |
| 30D | +13.3% | +5.9% | +7.4% | +13.2% |
| 3M | +17.5% | +23.9% | -6.4% | +16.7% |
| 6M | +13.6% | +59.6% | -46.0% | +12.3% |
| YTD | +49.8% | +43.4% | +6.4% | +47.3% |
| 1Y | +47.9% | +60.2% | -12.3% | +44.6% |
| All | +47.9% | +57.7% | -9.9% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling