+583.1%
ROKU vs D
+33.0%
+550.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +3.5% | +3.0% | +0.5% | +3.0% |
| 30D | +5.1% | +11.5% | -6.4% | +3.2% |
| 3M | +7.0% | +3.7% | +3.2% | +6.3% |
| 6M | +25.4% | +13.5% | +11.9% | +22.7% |
| YTD | +48.0% | +20.7% | +27.2% | +43.1% |
| 1Y | +53.1% | +18.2% | +34.9% | +48.6% |
| 3Y | +92.7% | +73.3% | +19.4% | +68.8% |
| 5Y | -42.4% | +12.3% | -54.6% | -45.8% |
| All | +583.1% | +33.0% | +550.1% | +518.8% |
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 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