+256.9%
BNY vs ROKU
-52.4%
+309.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -0.2% | +2.1% | -2.2% | -0.4% |
| 3M | +14.9% | +29.5% | -14.6% | +10.7% |
| 6M | +40.0% | +53.8% | -13.8% | +31.3% |
| YTD | +42.0% | +42.8% | -0.8% | +34.2% |
| 1Y | +56.9% | +60.7% | -3.9% | +45.5% |
| 3Y | +289.9% | +83.9% | +206.0% | +240.1% |
| All | +256.9% | -52.4% | +309.4% | +237.0% |
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