-42.4%
ROKU vs DOC
-22.1%
-20.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | +2.6% | +6.2% | -3.6% | -1.5% |
| 30D | +5.5% | +6.5% | -1.0% | +0.9% |
| 3M | +9.1% | -6.2% | +15.4% | +13.4% |
| 6M | +28.9% | +25.6% | +3.3% | +7.2% |
| YTD | +47.8% | +32.1% | +15.7% | +17.7% |
| 1Y | +51.8% | +20.3% | +31.5% | +29.6% |
| 3Y | +89.2% | +42.7% | +46.5% | +30.9% |
| 5Y | -42.4% | -22.2% | -20.3% | -36.6% |
| All | -42.4% | -22.1% | -20.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling