+1,003.0%
BE vs ROKU
+229.5%
+773.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | +9.0% | -0.4% | +9.5% | +9.2% |
| 30D | +16.3% | +2.1% | +14.2% | +15.3% |
| 3M | +10.8% | +29.5% | -18.7% | -0.4% |
| 6M | +73.2% | +53.8% | +19.4% | +46.2% |
| YTD | +217.4% | +42.8% | +174.5% | +173.0% |
| 1Y | +309.8% | +60.7% | +249.1% | +238.8% |
| 3Y | +1,726.2% | +83.9% | +1,642.3% | +1,241.2% |
| 5Y | +1,306.2% | -52.8% | +1,359.0% | +1,332.0% |
| All | +1,003.0% | +229.5% | +773.5% | +523.6% |
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