+559.3%
ROKU vs DVA
+210.8%
+348.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +2.1% | 0.0% | +2.0% | +2.0% |
| 3M | +29.5% | -10.9% | +40.4% | +32.2% |
| 6M | +53.8% | +17.3% | +36.5% | +45.9% |
| YTD | +42.8% | +59.8% | -17.0% | +23.5% |
| 1Y | +60.7% | +36.3% | +24.5% | +44.9% |
| 3Y | +83.9% | +88.6% | -4.7% | +42.6% |
| 5Y | -52.8% | +47.5% | -100.4% | -61.9% |
| All | +559.3% | +210.8% | +348.5% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling