+83.9%
ROKU vs DG
+4.6%
+79.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -0.4% | -6.5% | +6.1% | -0.3% |
| 30D | +2.1% | +4.2% | -2.1% | +2.0% |
| 3M | +29.5% | +9.5% | +20.0% | +29.3% |
| 6M | +53.8% | -13.1% | +66.9% | +53.2% |
| YTD | +42.8% | -4.8% | +47.6% | +42.8% |
| 1Y | +60.7% | +20.6% | +40.1% | +62.6% |
| 3Y | +83.9% | +4.9% | +79.0% | +82.5% |
| All | +83.9% | +4.6% | +79.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling