-21.8%
DXCM vs ROKU
+80.8%
-102.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -6.5% | -3.0% | -3.4% | -6.0% |
| 30D | -4.3% | +0.7% | -5.0% | -4.4% |
| 3M | +7.3% | +26.5% | -19.2% | +3.4% |
| 6M | +22.0% | +52.6% | -30.6% | +14.1% |
| YTD | +26.4% | +40.9% | -14.6% | +19.0% |
| 1Y | +7.0% | +57.6% | -50.7% | -1.3% |
| All | -21.8% | +80.8% | -102.6% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling