+139.1%
BAC vs ROKU
+915.9%
-776.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.6% |
| 6M | -6.8% | +25.4% | -32.3% | -9.0% |
| YTD | -8.7% | +48.0% | -56.7% | -12.4% |
| 1Y | -5.3% | +53.1% | -58.4% | -9.5% |
| 3Y | +87.4% | +92.7% | -5.3% | +71.8% |
| 5Y | +18.9% | -42.4% | +61.3% | +11.1% |
| All | +139.1% | +915.9% | -776.8% | +97.6% |
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