+54.0%
ROKU vs DGX
+46.2%
+7.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.9% |
| 7D | +4.8% | +4.1% | +0.7% | +5.3% |
| 30D | +6.1% | +10.5% | -4.4% | +7.5% |
| 3M | +10.5% | +9.8% | +0.7% | +12.0% |
| 6M | +29.2% | +34.6% | -5.4% | +37.1% |
| YTD | +50.0% | +49.8% | +0.2% | +64.4% |
| All | +54.0% | +46.2% | +7.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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