+559.3%
ROKU vs DTE
+94.6%
+464.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -0.4% | -2.6% | +2.1% | +0.2% |
| 30D | +2.1% | -4.4% | +6.5% | +3.1% |
| 3M | +29.5% | -8.3% | +37.8% | +32.1% |
| 6M | +53.8% | -8.1% | +61.9% | +56.5% |
| YTD | +42.8% | +4.4% | +38.4% | +40.8% |
| 1Y | +60.7% | +0.2% | +60.6% | +59.9% |
| 3Y | +83.9% | +42.6% | +41.3% | +64.9% |
| 5Y | -52.8% | +31.5% | -84.3% | -57.4% |
| All | +559.3% | +94.6% | +464.7% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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