+60.2%
ROKU vs DD
+41.5%
+18.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -1.3% | -3.5% | +2.2% | +0.1% |
| 30D | +5.9% | -10.3% | +16.2% | +10.4% |
| 3M | +23.9% | -7.5% | +31.4% | +27.5% |
| 6M | +59.6% | -8.0% | +67.6% | +63.4% |
| YTD | +43.4% | +10.5% | +32.9% | +37.3% |
| 1Y | +60.2% | +38.3% | +21.9% | +38.7% |
| All | +60.2% | +41.5% | +18.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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