+60.1%
DOCN vs ROKU
-54.8%
+114.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.6% |
| 7D | +1.1% | -1.3% | +2.5% | +1.7% |
| 30D | -9.6% | +5.9% | -15.5% | -12.1% |
| 3M | -37.7% | +23.9% | -61.6% | -44.7% |
| 6M | +115.2% | +59.6% | +55.6% | +67.9% |
| YTD | +133.7% | +43.4% | +90.3% | +90.5% |
| 1Y | +250.2% | +60.2% | +190.0% | +169.1% |
| 3Y | +320.3% | +90.4% | +229.9% | +163.0% |
| All | +60.1% | -54.8% | +114.8% | +65.5% |
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