-38.7%
DOCS vs ROKU
-62.7%
+24.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.8% | +3.5% | -4.2% | -1.9% |
| 30D | +17.4% | +5.1% | +12.3% | +15.4% |
| 3M | +57.4% | +7.0% | +50.4% | +54.0% |
| 6M | +26.5% | +25.4% | +1.1% | +16.1% |
| YTD | -26.6% | +48.0% | -74.5% | -37.1% |
| 1Y | -48.1% | +53.1% | -101.2% | -56.2% |
| 3Y | +52.6% | +92.7% | -40.1% | +8.5% |
| 5Y | -52.1% | -42.4% | -9.7% | -56.5% |
| All | -38.7% | -62.7% | +24.1% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling