+583.1%
ROKU vs DOC
+19.3%
+563.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.5% | +6.5% | -3.0% | +0.5% |
| 30D | +5.1% | +9.2% | -4.1% | +0.8% |
| 3M | +7.0% | -2.5% | +9.5% | +7.9% |
| 6M | +25.4% | +7.1% | +18.4% | +20.7% |
| YTD | +48.0% | +33.0% | +15.0% | +27.2% |
| 1Y | +53.1% | +23.3% | +29.9% | +36.5% |
| 3Y | +92.7% | +44.9% | +47.8% | +56.8% |
| 5Y | -42.4% | -21.6% | -20.8% | -39.6% |
| All | +583.1% | +19.3% | +563.8% | +711.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling