+120.1%
DLR vs ROKU
+883.2%
-763.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -2.2% | +1.5% | -3.7% | -2.3% |
| 3M | +4.7% | +25.7% | -21.0% | +2.3% |
| 6M | +9.0% | +54.5% | -45.5% | +4.4% |
| YTD | +24.1% | +43.2% | -19.0% | +19.5% |
| 1Y | +20.9% | +56.3% | -35.4% | +15.3% |
| 3Y | +60.0% | +86.1% | -26.1% | +46.5% |
| 5Y | +35.3% | -53.6% | +88.9% | +26.9% |
| All | +120.1% | +883.2% | -763.0% | +94.5% |
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