+95.1%
DVN vs ROKU
+875.4%
-780.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.5% | -2.6% | +5.2% | +2.8% |
| 30D | +10.2% | +2.1% | +8.0% | +9.9% |
| 3M | +8.1% | +31.8% | -23.7% | +5.1% |
| 6M | +15.9% | +53.3% | -37.4% | +10.5% |
| YTD | +38.2% | +42.1% | -3.8% | +32.5% |
| 1Y | +44.5% | +62.3% | -17.9% | +36.4% |
| 3Y | +5.1% | +84.6% | -79.5% | -5.1% |
| 5Y | +124.3% | -53.1% | +177.4% | +118.0% |
| All | +95.1% | +875.4% | -780.4% | +49.5% |
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