+456.9%
BX vs ROKU
+880.6%
-423.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -12.2% | +2.1% | -14.3% | -12.6% |
| 3M | +7.4% | +29.5% | -22.1% | +2.1% |
| 6M | +22.2% | +53.8% | -31.6% | +12.5% |
| YTD | -14.0% | +42.8% | -56.8% | -19.9% |
| 1Y | -27.3% | +60.7% | -88.0% | -33.9% |
| 3Y | +24.5% | +83.9% | -59.3% | +5.9% |
| 5Y | +18.9% | -52.8% | +71.7% | +10.0% |
| All | +456.9% | +880.6% | -423.7% | +325.7% |
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