+521.4%
DE vs ROKU
+880.6%
-359.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | +9.0% | +2.1% | +7.0% | +8.9% |
| 3M | +19.1% | +29.5% | -10.4% | +16.7% |
| 6M | +14.4% | +53.8% | -39.4% | +10.5% |
| YTD | +45.9% | +42.8% | +3.1% | +41.5% |
| 1Y | +43.6% | +60.7% | -17.1% | +37.7% |
| 3Y | +75.9% | +83.9% | -8.0% | +63.1% |
| 5Y | +98.8% | -52.8% | +151.6% | +93.5% |
| All | +521.4% | +880.6% | -359.2% | +434.5% |
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 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