+1,008.9%
BE vs ROKU
+230.4%
+778.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +29.8% | -0.1% | +29.9% | +29.8% |
| 30D | +26.4% | +1.5% | +24.9% | +25.6% |
| 3M | +9.3% | +25.7% | -16.4% | -0.5% |
| 6M | +105.1% | +54.5% | +50.6% | +72.7% |
| YTD | +219.0% | +43.2% | +175.9% | +174.1% |
| 1Y | +418.8% | +56.3% | +362.5% | +332.8% |
| 3Y | +1,784.6% | +86.1% | +1,698.5% | +1,278.0% |
| 5Y | +1,251.0% | -53.6% | +1,304.6% | +1,282.7% |
| All | +1,008.9% | +230.4% | +778.5% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling