-50.3%
DOCS vs ROKU
-63.9%
+13.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | +21.8% | +5.9% | +15.9% | +19.5% |
| 3M | +27.3% | +23.9% | +3.4% | +17.3% |
| 6M | -0.3% | +59.6% | -59.9% | -16.6% |
| YTD | -40.5% | +43.4% | -83.9% | -48.5% |
| 1Y | -61.5% | +60.2% | -121.7% | -68.2% |
| 3Y | +8.2% | +90.4% | -82.2% | -24.2% |
| 5Y | -73.4% | -54.5% | -18.9% | -73.6% |
| All | -50.3% | -63.9% | +13.6% | -46.8% |
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