+212.8%
RDDT vs ROKU
+137.8%
+75.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +2.1% | -0.4% | +2.6% | +2.4% |
| 30D | +2.8% | +2.1% | +0.7% | +2.1% |
| 3M | -8.9% | +29.5% | -38.4% | -20.6% |
| 6M | +15.1% | +53.8% | -38.7% | -7.9% |
| YTD | -31.4% | +42.8% | -74.2% | -43.4% |
| 1Y | -39.4% | +60.7% | -100.2% | -53.1% |
| All | +212.8% | +137.8% | +75.0% | +89.2% |
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