-10.1%
BA vs ROKU
+90.6%
-100.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +3.5% | -2.4% | +0.3% |
| 30D | -7.9% | +5.1% | -13.0% | -9.0% |
| 3M | -25.3% | +7.0% | -32.3% | -26.5% |
| 6M | -24.6% | +25.4% | -50.0% | -28.8% |
| YTD | -20.1% | +48.0% | -68.1% | -28.1% |
| 1Y | -11.8% | +53.1% | -64.9% | -21.3% |
| 3Y | -10.1% | +92.7% | -102.8% | -31.5% |
| All | -10.1% | +90.6% | -100.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling