-54.9%
ROKU vs DOC
-24.5%
-30.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.3% |
| 30D | +5.9% | -4.8% | +10.6% | +9.2% |
| 3M | +23.9% | +6.9% | +17.0% | +17.6% |
| 6M | +59.6% | +20.7% | +38.8% | +37.5% |
| YTD | +43.4% | +34.1% | +9.3% | +13.7% |
| 1Y | +60.2% | +22.6% | +37.5% | +35.2% |
| 3Y | +90.4% | +20.8% | +69.6% | +54.3% |
| All | -54.9% | -24.5% | -30.3% | -53.5% |
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 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