-96.3%
DFNS vs ROKU
+25.1%
-121.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.3% | -12.3% |
| 7D | -44.0% | +3.5% | -47.5% | -45.0% |
| 30D | -69.1% | +5.1% | -74.2% | -69.9% |
| 3M | -95.6% | +7.0% | -102.6% | -95.8% |
| All | -96.3% | +25.1% | -121.4% | -96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling