+1,218.2%
BE vs ROKU
-54.7%
+1,272.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +9.7% | -2.6% | +12.4% | +10.9% |
| 30D | +22.4% | +2.1% | +20.3% | +21.2% |
| 3M | +10.4% | +31.8% | -21.4% | -3.0% |
| 6M | +67.9% | +53.3% | +14.6% | +38.4% |
| YTD | +197.5% | +42.1% | +155.4% | +150.8% |
| 1Y | +310.6% | +62.3% | +248.2% | +228.7% |
| 3Y | +1,657.2% | +84.6% | +1,572.6% | +1,126.8% |
| 5Y | +1,218.2% | -53.1% | +1,271.2% | +1,416.5% |
| All | +1,218.2% | -54.7% | +1,272.9% | +1,416.5% |
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