-26.7%
DT vs ROKU
-54.7%
+28.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.5% | -2.6% | +0.1% | -1.8% |
| 30D | +3.5% | +2.1% | +1.4% | +2.9% |
| 3M | +26.7% | +31.8% | -5.1% | +16.6% |
| 6M | +36.1% | +53.3% | -17.1% | +19.3% |
| YTD | +18.6% | +42.1% | -23.4% | +5.9% |
| 1Y | +7.9% | +62.3% | -54.4% | -7.8% |
| 3Y | +8.6% | +84.6% | -76.1% | -18.3% |
| 5Y | -26.7% | -53.1% | +26.4% | -26.8% |
| All | -26.7% | -54.7% | +28.0% | -26.8% |
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 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