+9.8%
BAX vs ROKU
+57.7%
-48.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -5.5% | +5.9% | -11.3% | -6.5% |
| 3M | +33.5% | +23.9% | +9.7% | +28.3% |
| 6M | +35.9% | +59.6% | -23.7% | +23.1% |
| YTD | +35.4% | +43.4% | -8.1% | +20.8% |
| 1Y | +9.8% | +60.2% | -50.4% | -2.9% |
| All | +9.8% | +57.7% | -48.0% | -2.9% |
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