+82.9%
ROKU vs BAH
-28.1%
+111.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.3% |
| 7D | -2.6% | +2.4% | -5.1% | -2.9% |
| 30D | +2.1% | -2.9% | +5.1% | +2.4% |
| 3M | +31.8% | -1.3% | +33.1% | +31.7% |
| 6M | +53.3% | -0.9% | +54.2% | +52.8% |
| YTD | +42.1% | -8.2% | +50.3% | +42.5% |
| 1Y | +62.3% | -24.0% | +86.3% | +65.2% |
| All | +82.9% | -28.1% | +111.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling