+179.1%
DIA vs ROKU
+883.2%
-704.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -2.1% | +1.5% | -3.5% | -2.2% |
| 3M | +4.2% | +25.7% | -21.6% | +2.0% |
| 6M | +11.9% | +54.5% | -42.6% | +7.7% |
| YTD | +10.8% | +43.2% | -32.4% | +7.1% |
| 1Y | +17.5% | +56.3% | -38.8% | +12.6% |
| 3Y | +59.9% | +86.1% | -26.2% | +47.3% |
| 5Y | +64.1% | -53.6% | +117.7% | +58.9% |
| All | +179.1% | +883.2% | -704.0% | +130.5% |
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 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