+112.2%
DT vs ROKU
+47.5%
+64.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.4% |
| 30D | +0.1% | +0.7% | -0.6% | -0.2% |
| 3M | +24.1% | +26.5% | -2.3% | +14.9% |
| 6M | +30.1% | +52.6% | -22.5% | +13.2% |
| YTD | +16.8% | +40.9% | -24.2% | +3.6% |
| 1Y | -0.1% | +57.6% | -57.7% | -14.7% |
| 3Y | +6.8% | +83.2% | -76.3% | -21.1% |
| 5Y | -28.4% | -54.8% | +26.5% | -27.0% |
| All | +112.2% | +47.5% | +64.7% | +45.3% |
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