-10.1%
BA vs ROKU
+53.9%
-64.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -1.2% | -3.0% | +1.9% | -0.6% |
| 30D | -11.3% | +0.7% | -12.0% | -11.5% |
| 3M | -3.8% | +26.5% | -30.2% | -8.7% |
| 6M | -8.3% | +52.6% | -60.9% | -17.0% |
| YTD | -4.9% | +40.9% | -45.9% | -12.2% |
| 1Y | -10.1% | +57.6% | -67.7% | -19.8% |
| All | -10.1% | +53.9% | -64.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling