-16.6%
BX vs ROKU
+57.7%
-74.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | +0.1% | +5.9% | -5.8% | -1.5% |
| 3M | +16.0% | +23.9% | -7.9% | +9.1% |
| 6M | +21.6% | +59.6% | -37.9% | +6.4% |
| YTD | -8.9% | +43.4% | -52.3% | -19.0% |
| 1Y | -16.6% | +60.2% | -76.8% | -27.7% |
| All | -16.6% | +57.7% | -74.3% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling