+39.1%
BP vs ROKU
+80.8%
-41.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +4.0% | -3.0% | +7.0% | +4.2% |
| 30D | +7.8% | +0.7% | +7.1% | +7.8% |
| 3M | +8.4% | +26.5% | -18.1% | +6.7% |
| 6M | +15.1% | +52.6% | -37.6% | +11.6% |
| YTD | +36.4% | +40.9% | -4.5% | +33.0% |
| 1Y | +40.9% | +57.6% | -16.7% | +35.8% |
| All | +39.1% | +80.8% | -41.7% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling