+66.4%
DOCN vs ROKU
-53.4%
+119.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -15.2% |
| 7D | -29.3% | +2.6% | -31.9% | -30.0% |
| 30D | -46.0% | +5.5% | -51.5% | -47.4% |
| 3M | -43.2% | +9.1% | -52.3% | -45.6% |
| 6M | -53.7% | +28.9% | -82.6% | -59.7% |
| YTD | +46.9% | +47.8% | -0.9% | +18.4% |
| 1Y | +54.3% | +51.8% | +2.6% | +22.4% |
| 3Y | +185.5% | +89.2% | +96.3% | +84.2% |
| 5Y | -31.1% | -42.4% | +11.3% | -37.8% |
| All | +66.4% | -53.4% | +119.7% | +54.6% |
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