-54.8%
ROKU vs D
+5.1%
-59.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | +0.7% | -2.1% | +2.8% | +1.0% |
| 3M | +26.5% | -0.7% | +27.2% | +26.6% |
| 6M | +52.6% | +5.6% | +47.1% | +51.4% |
| YTD | +40.9% | +14.6% | +26.4% | +38.4% |
| 1Y | +57.6% | +15.3% | +42.3% | +54.5% |
| 3Y | +83.2% | +59.1% | +24.1% | +58.2% |
| 5Y | -54.8% | +3.9% | -58.7% | -60.1% |
| All | -54.8% | +5.1% | -59.9% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling