+638.4%
DXCM vs ROKU
+867.7%
-229.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | +22.0% | +52.6% | -30.6% | +13.1% |
| YTD | +26.4% | +40.9% | -14.6% | +18.3% |
| 1Y | +7.0% | +57.6% | -50.7% | -2.2% |
| 3Y | -19.6% | +83.2% | -102.8% | -32.1% |
| 5Y | -39.3% | -54.8% | +15.5% | -42.0% |
| All | +638.4% | +867.7% | -229.3% | +407.0% |
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