+559.3%
ROKU vs BAH
+143.6%
+415.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.4% | +4.3% | -4.7% | -1.9% |
| 30D | +2.1% | -2.5% | +4.5% | +2.7% |
| 3M | +29.5% | -0.9% | +30.4% | +28.9% |
| 6M | +53.8% | +1.5% | +52.3% | +50.6% |
| YTD | +42.8% | -8.0% | +50.8% | +43.4% |
| 1Y | +60.7% | -24.7% | +85.5% | +73.3% |
| 3Y | +83.9% | -28.4% | +112.3% | +84.3% |
| 5Y | -52.8% | +2.8% | -55.6% | -62.5% |
| All | +559.3% | +143.6% | +415.7% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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