+203.3%
BAC vs ROKU
+884.7%
-681.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -0.4% | +5.9% | -6.3% | -0.9% |
| 3M | +16.9% | +23.9% | -7.0% | +14.4% |
| 6M | +26.6% | +59.6% | -33.0% | +20.9% |
| YTD | +15.8% | +43.4% | -27.6% | +11.5% |
| 1Y | +27.2% | +60.2% | -33.0% | +21.0% |
| 3Y | +132.4% | +90.4% | +42.0% | +112.4% |
| 5Y | +72.6% | -54.5% | +127.1% | +63.2% |
| All | +203.3% | +884.7% | -681.5% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling