+85.8%
ROKU vs DECK
-3.0%
+88.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | +5.9% | -13.6% | +19.5% | +10.8% |
| 3M | +23.9% | -21.2% | +45.1% | +33.2% |
| 6M | +59.6% | -21.1% | +80.7% | +70.7% |
| YTD | +43.4% | -17.2% | +60.6% | +49.1% |
| 1Y | +60.2% | -30.7% | +90.9% | +76.9% |
| All | +85.8% | -3.0% | +88.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling