+92.7%
ROKU vs DOC
+44.2%
+48.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.5% | +6.5% | -3.0% | +0.8% |
| 30D | +5.1% | +9.2% | -4.1% | +1.2% |
| 3M | +7.0% | -2.5% | +9.5% | +7.9% |
| 6M | +25.4% | +7.1% | +18.4% | +21.0% |
| YTD | +48.0% | +33.0% | +15.0% | +28.1% |
| 1Y | +53.1% | +23.3% | +29.9% | +37.6% |
| 3Y | +92.7% | +44.9% | +47.8% | +60.7% |
| All | +92.7% | +44.2% | +48.5% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling