+95.9%
DVN vs ROKU
+880.6%
-784.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.5% | -0.4% | +4.9% | +4.6% |
| 30D | +12.0% | +2.1% | +9.9% | +11.7% |
| 3M | +13.4% | +29.5% | -16.1% | +10.4% |
| 6M | +12.1% | +53.8% | -41.7% | +6.9% |
| YTD | +38.8% | +42.8% | -4.0% | +33.0% |
| 1Y | +46.0% | +60.7% | -14.7% | +38.0% |
| 3Y | +9.5% | +83.9% | -74.4% | -1.1% |
| 5Y | +125.3% | -52.8% | +178.1% | +118.8% |
| All | +95.9% | +880.6% | -784.7% | +50.1% |
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