+97.0%
BP vs ROKU
+880.6%
-783.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +5.2% | -0.4% | +5.7% | +5.2% |
| 30D | +8.7% | +2.1% | +6.6% | +8.6% |
| 3M | +9.3% | +29.5% | -20.2% | +7.8% |
| 6M | +13.6% | +53.8% | -40.2% | +10.8% |
| YTD | +37.7% | +42.8% | -5.1% | +34.7% |
| 1Y | +40.6% | +60.7% | -20.1% | +36.6% |
| 3Y | +40.3% | +83.9% | -43.5% | +32.9% |
| 5Y | +141.4% | -52.8% | +194.2% | +136.6% |
| All | +97.0% | +880.6% | -783.6% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling