-99.9%
DFNS vs ROKU
-54.3%
-45.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.7% |
| 7D | +4.6% | -3.0% | +7.7% | +4.6% |
| 30D | -73.9% | +0.7% | -74.6% | -73.9% |
| 3M | -71.7% | +26.5% | -98.2% | -71.5% |
| 6M | -94.6% | +52.6% | -147.2% | -94.5% |
| YTD | -98.1% | +40.9% | -139.0% | -98.1% |
| 1Y | -98.3% | +57.6% | -155.9% | -98.3% |
| 3Y | -99.9% | +83.2% | -183.1% | -99.9% |
| 5Y | -99.9% | -54.8% | -45.0% | -99.9% |
| All | -99.9% | -54.3% | -45.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling