+203.3%
BAC vs ROKU
+880.6%
-677.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -2.8% | +2.1% | -4.8% | -3.0% |
| 3M | +14.2% | +29.5% | -15.3% | +11.4% |
| 6M | +30.5% | +53.8% | -23.3% | +25.1% |
| YTD | +15.8% | +42.8% | -27.0% | +11.5% |
| 1Y | +26.2% | +60.7% | -34.6% | +20.0% |
| 3Y | +136.5% | +83.9% | +52.6% | +116.8% |
| 5Y | +75.9% | -52.8% | +128.8% | +66.1% |
| All | +203.3% | +880.6% | -677.3% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling