+555.8%
ROKU vs D
+26.1%
+529.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.6% | -1.6% | -1.0% | -2.4% |
| 30D | +2.1% | -3.5% | +5.6% | +2.7% |
| 3M | +31.8% | -1.6% | +33.4% | +32.1% |
| 6M | +53.3% | +5.8% | +47.5% | +51.6% |
| YTD | +42.1% | +14.5% | +27.6% | +38.7% |
| 1Y | +62.3% | +14.2% | +48.2% | +58.4% |
| 3Y | +84.6% | +59.0% | +25.6% | +63.9% |
| 5Y | -53.1% | +5.4% | -58.4% | -55.4% |
| All | +555.8% | +26.1% | +529.7% | +499.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling