+582.4%
ROKU vs DECK
+682.1%
-99.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | +2.6% | +6.0% | -3.4% | -0.3% |
| 30D | +5.5% | +7.4% | -2.0% | +1.6% |
| 3M | +9.1% | -11.7% | +20.8% | +14.7% |
| 6M | +28.9% | -11.0% | +39.9% | +33.8% |
| YTD | +47.8% | -15.4% | +63.2% | +53.1% |
| 1Y | +51.8% | +7.2% | +44.5% | +38.7% |
| 3Y | +89.2% | -11.8% | +101.1% | +72.2% |
| 5Y | -42.4% | +24.3% | -66.8% | -58.9% |
| All | +582.4% | +682.1% | -99.7% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling