-53.1%
ROKU vs DRI
+63.5%
-116.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -2.6% | -4.8% | +2.2% | +0.4% |
| 30D | +2.1% | -5.2% | +7.3% | +5.3% |
| 3M | +31.8% | +2.7% | +29.1% | +28.4% |
| 6M | +53.3% | +3.6% | +49.7% | +47.4% |
| YTD | +42.1% | +15.4% | +26.6% | +24.1% |
| 1Y | +62.3% | +1.3% | +61.1% | +55.0% |
| 3Y | +84.6% | +53.1% | +31.5% | +18.5% |
| 5Y | -53.1% | +64.6% | -117.6% | -74.4% |
| All | -53.1% | +63.5% | -116.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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