+91.7%
BKNG vs ROKU
-52.7%
+144.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -10.7% | -2.6% | -8.0% | -10.2% |
| 30D | -18.1% | +2.1% | -20.2% | -18.4% |
| 3M | +8.5% | +31.8% | -23.3% | +3.1% |
| 6M | -0.1% | +53.3% | -53.3% | -7.8% |
| YTD | -18.2% | +42.1% | -60.3% | -23.7% |
| 1Y | -19.9% | +62.3% | -82.2% | -27.1% |
| 3Y | +41.6% | +84.6% | -43.0% | +19.5% |
| All | +91.7% | -52.7% | +144.4% | +75.2% |
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