+145.7%
BKNG vs ROKU
+875.4%
-729.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -10.7% | -2.6% | -8.0% | -10.3% |
| 30D | -18.1% | +2.1% | -20.2% | -18.3% |
| 3M | +8.5% | +31.8% | -23.3% | +4.5% |
| 6M | -0.1% | +53.3% | -53.3% | -5.9% |
| YTD | -18.2% | +42.1% | -60.3% | -22.3% |
| 1Y | -19.9% | +62.3% | -82.2% | -25.3% |
| 3Y | +41.6% | +84.6% | -43.0% | +25.0% |
| 5Y | +93.1% | -53.1% | +146.2% | +84.2% |
| All | +145.7% | +875.4% | -729.8% | +75.6% |
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 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