-99.9%
DFNS vs ROKU
+1.3%
-101.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -16.0% | -1.3% | -14.7% | -16.0% |
| 30D | -77.7% | +5.9% | -83.6% | -77.7% |
| 3M | -77.2% | +23.9% | -101.1% | -77.0% |
| 6M | -95.2% | +59.6% | -154.7% | -95.1% |
| YTD | -98.0% | +43.4% | -141.4% | -97.9% |
| 1Y | -98.3% | +60.2% | -158.4% | -98.2% |
| 3Y | -99.9% | +90.4% | -190.3% | -99.9% |
| 5Y | -99.9% | -54.5% | -45.3% | -99.9% |
| All | -99.9% | +1.3% | -101.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling