+40.9%
DUK vs ROKU
-52.4%
+93.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -0.4% | -0.2% | -0.7% |
| 30D | -2.4% | +2.1% | -4.5% | -2.4% |
| 3M | -3.0% | +29.5% | -32.5% | -2.7% |
| 6M | -6.6% | +53.8% | -60.3% | -6.1% |
| YTD | +4.6% | +42.8% | -38.3% | +5.0% |
| 1Y | +1.2% | +60.7% | -59.5% | +1.8% |
| 3Y | +45.7% | +83.9% | -38.2% | +46.7% |
| All | +40.9% | -52.4% | +93.4% | +36.6% |
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 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