-67.0%
BAX vs ROKU
-54.7%
-12.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -5.4% | -2.6% | -2.8% | -5.2% |
| 30D | -12.4% | +2.1% | -14.5% | -12.6% |
| 3M | +19.1% | +31.8% | -12.7% | +15.5% |
| 6M | +38.6% | +53.3% | -14.7% | +32.1% |
| YTD | +26.7% | +42.1% | -15.4% | +21.4% |
| 1Y | +1.0% | +62.3% | -61.3% | -4.7% |
| 3Y | -33.9% | +84.6% | -118.5% | -40.8% |
| 5Y | -67.0% | -53.1% | -14.0% | -71.7% |
| All | -67.0% | -54.7% | -12.3% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling