+562.1%
ROKU vs D
+27.7%
+534.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | +5.9% | -2.6% | +8.5% | +6.3% |
| 3M | +23.9% | 0.0% | +23.9% | +23.9% |
| 6M | +59.6% | +7.4% | +52.2% | +57.4% |
| YTD | +43.4% | +15.9% | +27.5% | +39.7% |
| 1Y | +60.2% | +18.1% | +42.0% | +55.3% |
| 3Y | +90.4% | +58.4% | +32.0% | +69.1% |
| 5Y | -54.5% | +5.2% | -59.7% | -56.8% |
| All | +562.1% | +27.7% | +534.4% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling