+49.4%
DLR vs ROKU
+98.8%
-49.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.1% |
| 30D | -3.5% | +5.1% | -8.6% | -4.2% |
| 3M | -8.9% | +7.0% | -15.9% | -9.9% |
| 6M | -11.6% | +25.4% | -37.0% | -14.9% |
| YTD | +14.9% | +48.0% | -33.1% | +7.2% |
| 1Y | +6.4% | +53.1% | -46.7% | -1.4% |
| All | +49.4% | +98.8% | -49.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling