-19.1%
BAX vs ROKU
+98.8%
-117.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +12.1% | +3.5% | +8.6% | +11.7% |
| 30D | +7.6% | +5.1% | +2.5% | +6.9% |
| 3M | -4.5% | +7.0% | -11.4% | -5.3% |
| 6M | +52.0% | +25.4% | +26.6% | +47.4% |
| YTD | +35.1% | +48.0% | -12.8% | +27.4% |
| 1Y | +43.7% | +53.1% | -9.4% | +34.8% |
| All | -19.1% | +98.8% | -117.9% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling