+183.6%
DHR vs ROKU
+867.7%
-684.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -2.2% | +0.7% | -2.9% | -2.2% |
| 3M | +9.0% | +26.5% | -17.5% | +6.1% |
| 6M | +3.5% | +52.6% | -49.2% | -1.4% |
| YTD | -10.1% | +40.9% | -51.1% | -13.8% |
| 1Y | +6.2% | +57.6% | -51.5% | +0.5% |
| 3Y | -5.4% | +83.2% | -88.5% | -14.6% |
| 5Y | -27.9% | -54.8% | +26.9% | -31.2% |
| All | +183.6% | +867.7% | -684.1% | +134.4% |
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