+73.1%
BAC vs ROKU
-54.3%
+127.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +0.6% | -3.0% | +3.7% | +1.1% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +15.7% | +26.5% | -10.7% | +11.5% |
| 6M | +32.2% | +52.6% | -20.5% | +23.5% |
| YTD | +15.8% | +40.9% | -25.2% | +9.1% |
| 1Y | +27.3% | +57.6% | -30.4% | +17.7% |
| 3Y | +137.5% | +83.2% | +54.3% | +105.6% |
| 5Y | +73.1% | -54.8% | +127.9% | +59.3% |
| All | +73.1% | -54.3% | +127.4% | +59.3% |
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