+630.9%
DXCM vs ROKU
+880.6%
-249.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | -8.6% | +2.1% | -10.6% | -8.9% |
| 3M | +10.3% | +29.5% | -19.2% | +5.3% |
| 6M | +25.2% | +53.8% | -28.6% | +15.9% |
| YTD | +25.1% | +42.8% | -17.7% | +16.9% |
| 1Y | +9.2% | +60.7% | -51.5% | -0.5% |
| 3Y | -22.6% | +83.9% | -106.5% | -34.6% |
| 5Y | -39.5% | -52.8% | +13.3% | -42.5% |
| All | +630.9% | +880.6% | -249.7% | +400.8% |
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 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