+70.5%
DOCN vs ROKU
-53.3%
+123.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -19.2% | +3.5% | -22.6% | -20.4% |
| 30D | -43.1% | +5.1% | -48.2% | -44.4% |
| 3M | -40.7% | +7.0% | -47.7% | -42.7% |
| 6M | -55.0% | +25.4% | -80.4% | -60.3% |
| YTD | +50.6% | +48.0% | +2.7% | +21.3% |
| 1Y | +54.0% | +53.1% | +0.8% | +21.6% |
| 3Y | +203.9% | +92.7% | +111.2% | +94.2% |
| 5Y | -29.4% | -42.4% | +13.0% | -36.2% |
| All | +70.5% | -53.3% | +123.9% | +58.4% |
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 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