-99.9%
DFNS vs ROKU
+0.4%
-100.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.6% |
| 7D | -3.3% | -2.6% | -0.7% | -3.4% |
| 30D | -73.1% | +2.1% | -75.2% | -73.1% |
| 3M | -71.4% | +31.8% | -103.2% | -71.1% |
| 6M | -93.8% | +53.3% | -147.1% | -93.8% |
| YTD | -98.0% | +42.1% | -140.1% | -98.0% |
| 1Y | -98.2% | +62.3% | -160.5% | -98.1% |
| 3Y | -99.9% | +84.6% | -184.5% | -99.9% |
| 5Y | -99.9% | -53.1% | -46.8% | -99.9% |
| All | -99.9% | +0.4% | -100.2% | -99.9% |
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