+60.2%
ROKU vs D
+15.7%
+44.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -1.3% | +0.4% | -1.8% | -1.3% |
| 30D | +5.9% | -3.6% | +9.4% | +6.0% |
| 3M | +23.9% | -1.0% | +24.9% | +23.9% |
| 6M | +59.6% | +6.3% | +53.3% | +59.8% |
| YTD | +43.4% | +14.7% | +28.7% | +47.5% |
| 1Y | +60.2% | +16.9% | +43.2% | +72.8% |
| All | +60.2% | +15.7% | +44.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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