+0.4%
BA vs ROKU
-54.7%
+55.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | -11.6% | +5.9% | -17.5% | -12.7% |
| 3M | -2.4% | +23.9% | -26.3% | -7.1% |
| 6M | -6.6% | +59.6% | -66.2% | -15.8% |
| YTD | -2.2% | +43.4% | -45.7% | -10.3% |
| 1Y | -8.0% | +60.2% | -68.2% | -17.8% |
| 3Y | -5.0% | +90.4% | -95.4% | -23.0% |
| All | +0.4% | -54.7% | +55.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling