+63.8%
DIA vs ROKU
-54.7%
+118.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | -3.0% | +2.1% | -5.1% | -3.2% |
| 3M | +4.5% | +31.8% | -27.3% | +1.4% |
| 6M | +9.8% | +53.3% | -43.5% | +4.8% |
| YTD | +9.3% | +42.1% | -32.8% | +4.9% |
| 1Y | +16.0% | +62.3% | -46.4% | +9.6% |
| 3Y | +57.7% | +84.6% | -26.9% | +42.5% |
| 5Y | +63.8% | -53.1% | +116.8% | +52.5% |
| All | +63.8% | -54.7% | +118.5% | +52.5% |
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