+60.2%
ROKU vs DG
+23.4%
+36.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -1.3% | +8.4% | -9.7% | -3.1% |
| 30D | +5.9% | +4.9% | +0.9% | +4.7% |
| 3M | +23.9% | +29.3% | -5.4% | +16.4% |
| 6M | +59.6% | -11.3% | +70.8% | +63.3% |
| YTD | +43.4% | +1.8% | +41.7% | +44.0% |
| 1Y | +60.2% | +25.3% | +34.8% | +54.8% |
| All | +60.2% | +23.4% | +36.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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