+53.4%
ROKU vs DOC
+21.8%
+31.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.6% |
| 7D | +4.8% | +8.7% | -3.9% | +2.3% |
| 30D | +6.1% | +7.6% | -1.5% | +3.8% |
| 3M | +10.5% | -5.3% | +15.7% | +12.2% |
| 6M | +29.2% | +27.6% | +1.6% | +18.4% |
| YTD | +50.0% | +32.4% | +17.6% | +36.4% |
| 1Y | +53.4% | +22.9% | +30.6% | +44.2% |
| All | +53.4% | +21.8% | +31.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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