-98.2%
DFNS vs ROKU
+58.7%
-156.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.1% |
| 7D | -3.3% | -2.6% | -0.7% | -1.9% |
| 30D | -73.1% | +2.1% | -75.2% | -73.5% |
| 3M | -71.4% | +31.8% | -103.2% | -75.4% |
| 6M | -93.8% | +53.3% | -147.1% | -95.0% |
| YTD | -98.0% | +42.1% | -140.1% | -98.4% |
| 1Y | -98.2% | +62.3% | -160.5% | -98.8% |
| All | -98.2% | +58.7% | -156.8% | -98.8% |
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