+561.0%
ROKU vs BAH
+131.4%
+429.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | -0.1% | -4.3% | +4.2% | +1.4% |
| 30D | +1.5% | -4.5% | +5.9% | +2.8% |
| 3M | +25.7% | -7.6% | +33.3% | +28.3% |
| 6M | +54.5% | -10.6% | +65.1% | +58.3% |
| YTD | +43.2% | -12.6% | +55.7% | +46.4% |
| 1Y | +56.3% | -27.0% | +83.3% | +70.2% |
| 3Y | +86.1% | -31.5% | +117.6% | +89.1% |
| 5Y | -53.6% | -3.8% | -49.8% | -62.1% |
| All | +561.0% | +131.4% | +429.6% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling