+550.6%
ROKU vs DG
+76.4%
+474.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -3.0% | -4.8% | +1.8% | -1.8% |
| 30D | +0.7% | +1.8% | -1.1% | +0.1% |
| 3M | +26.5% | +14.5% | +12.0% | +21.6% |
| 6M | +52.6% | -13.6% | +66.2% | +57.5% |
| YTD | +40.9% | -4.8% | +45.8% | +41.7% |
| 1Y | +57.6% | +21.6% | +36.1% | +47.9% |
| 3Y | +83.2% | +4.5% | +78.7% | +66.5% |
| 5Y | -54.8% | -38.5% | -16.4% | -48.1% |
| All | +550.6% | +76.4% | +474.3% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling