-45.7%
RDDT vs ROKU
+53.8%
-99.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.1% |
| 7D | -24.4% | +4.8% | -29.1% | -26.1% |
| 30D | -32.3% | +6.1% | -38.4% | -34.2% |
| 3M | -36.3% | +10.5% | -46.8% | -39.1% |
| 6M | -39.7% | +29.2% | -68.9% | -46.8% |
| YTD | -55.7% | +50.0% | -105.7% | -65.9% |
| 1Y | -45.7% | +53.4% | -99.1% | -58.5% |
| All | -45.7% | +53.8% | -99.5% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling