-33.4%
BAX vs ROKU
+80.8%
-114.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -5.1% | -3.0% | -2.1% | -4.7% |
| 30D | -12.2% | +0.7% | -12.9% | -12.3% |
| 3M | +21.8% | +26.5% | -4.6% | +17.9% |
| 6M | +36.3% | +52.6% | -16.3% | +28.4% |
| YTD | +27.8% | +40.9% | -13.1% | +21.1% |
| 1Y | -0.1% | +57.6% | -57.7% | -6.7% |
| All | -33.4% | +80.8% | -114.1% | -42.3% |
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