+599.0%
DXCM vs ROKU
+915.9%
-316.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -3.5% | +3.5% | -7.0% | -4.0% |
| 30D | -5.8% | +5.1% | -10.9% | -6.6% |
| 3M | -4.3% | +7.0% | -11.3% | -5.4% |
| 6M | +31.6% | +25.4% | +6.1% | +26.2% |
| YTD | +19.6% | +48.0% | -28.3% | +11.1% |
| 1Y | +36.9% | +53.1% | -16.3% | +26.2% |
| 3Y | -16.3% | +92.7% | -109.0% | -29.2% |
| 5Y | -50.0% | -42.4% | -7.6% | -53.6% |
| All | +599.0% | +915.9% | -316.9% | +376.1% |
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 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