-35.1%
BITO vs ROKU
+62.9%
-98.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +21.4% | +2.1% | +19.3% | +20.6% |
| 3M | +20.5% | +29.5% | -9.0% | +9.5% |
| 6M | +7.4% | +53.8% | -46.4% | -9.6% |
| YTD | -13.9% | +42.8% | -56.7% | -27.3% |
| 1Y | -35.1% | +60.7% | -95.8% | -47.6% |
| All | -35.1% | +62.9% | -98.0% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling