+555.8%
ROKU vs DD
+24.5%
+531.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -1.3% |
| 30D | +2.1% | -11.5% | +13.6% | +8.0% |
| 3M | +31.8% | -5.4% | +37.2% | +35.0% |
| 6M | +53.3% | -6.9% | +60.2% | +57.2% |
| YTD | +42.1% | +6.9% | +35.2% | +36.3% |
| 1Y | +62.3% | +35.6% | +26.7% | +38.6% |
| 3Y | +84.6% | +42.5% | +42.1% | +53.0% |
| 5Y | -53.1% | +58.5% | -111.5% | -62.5% |
| All | +555.8% | +24.5% | +531.3% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling