+75.9%
DE vs ROKU
+83.2%
-7.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.8% |
| 3M | +19.1% | +29.5% | -10.4% | +15.9% |
| 6M | +14.4% | +53.8% | -39.4% | +9.0% |
| YTD | +45.9% | +42.8% | +3.1% | +39.9% |
| 1Y | +43.6% | +60.7% | -17.1% | +35.4% |
| 3Y | +75.9% | +83.9% | -8.0% | +57.0% |
| All | +75.9% | +83.2% | -7.3% | +57.0% |
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 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