+459.3%
BX vs ROKU
+867.7%
-408.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.4% |
| 7D | -5.7% | -3.0% | -2.6% | -5.1% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | +8.4% | +26.5% | -18.1% | +3.5% |
| 6M | +18.9% | +52.6% | -33.7% | +9.7% |
| YTD | -13.6% | +40.9% | -54.6% | -19.4% |
| 1Y | -22.4% | +57.6% | -80.1% | -29.2% |
| 3Y | +26.0% | +83.2% | -57.2% | +7.3% |
| 5Y | +18.8% | -54.8% | +73.6% | +10.5% |
| All | +459.3% | +867.7% | -408.4% | +328.6% |
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