-4.5%
BAC vs ROKU
+53.5%
-58.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +3.5% | -4.7% | -1.5% |
| 30D | -7.7% | +5.1% | -12.8% | -8.1% |
| 3M | -21.2% | +7.0% | -28.1% | -21.7% |
| 6M | -6.8% | +25.4% | -32.3% | -9.3% |
| YTD | -8.7% | +48.0% | -56.7% | -13.5% |
| All | -4.5% | +53.5% | -58.1% | -9.9% |
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