-52.3%
BAX vs ROKU
+915.9%
-968.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +12.1% | +3.5% | +8.6% | +11.9% |
| 30D | +7.6% | +5.1% | +2.5% | +7.2% |
| 3M | -4.5% | +7.0% | -11.4% | -5.0% |
| 6M | +52.0% | +25.4% | +26.6% | +49.3% |
| YTD | +35.1% | +48.0% | -12.8% | +30.8% |
| 1Y | +43.7% | +53.1% | -9.4% | +38.7% |
| 3Y | -20.9% | +92.7% | -113.6% | -26.5% |
| 5Y | -63.5% | -42.4% | -21.2% | -65.5% |
| All | -52.3% | +915.9% | -968.2% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling