+561.0%
ROKU vs DRI
+246.5%
+314.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | +1.5% | -0.4% | +1.8% | +1.4% |
| 3M | +25.7% | +9.5% | +16.2% | +21.1% |
| 6M | +54.5% | +6.5% | +48.0% | +50.0% |
| YTD | +43.2% | +18.4% | +24.8% | +32.7% |
| 1Y | +56.3% | +4.2% | +52.1% | +51.3% |
| 3Y | +86.1% | +57.1% | +29.0% | +53.5% |
| 5Y | -53.6% | +70.4% | -124.0% | -62.7% |
| All | +561.0% | +246.5% | +314.5% | +405.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling