+87.2%
BP vs ROKU
+884.7%
-797.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +3.9% | -1.3% | +5.3% | +4.0% |
| 30D | +7.6% | +5.9% | +1.7% | +7.3% |
| 3M | +0.7% | +23.9% | -23.2% | -0.5% |
| 6M | +15.5% | +59.6% | -44.1% | +12.5% |
| YTD | +30.8% | +43.4% | -12.6% | +28.0% |
| 1Y | +34.3% | +60.2% | -25.8% | +30.4% |
| 3Y | +35.1% | +90.4% | -55.3% | +27.7% |
| 5Y | +126.8% | -54.5% | +181.4% | +122.7% |
| All | +87.2% | +884.7% | -797.5% | +60.3% |
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