+54.0%
DOCN vs ROKU
+49.2%
+4.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -19.2% | +3.5% | -22.6% | -19.6% |
| 30D | -43.1% | +5.1% | -48.2% | -43.6% |
| 3M | -40.7% | +7.0% | -47.7% | -41.6% |
| 6M | -55.0% | +25.4% | -80.4% | -57.3% |
| YTD | +50.6% | +48.0% | +2.7% | +30.4% |
| 1Y | +54.0% | +53.1% | +0.8% | +31.1% |
| All | +54.0% | +49.2% | +4.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling