+83.9%
ROKU vs BB
+64.9%
+18.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +2.1% | -12.5% | +14.6% | +5.4% |
| 3M | +29.5% | -17.4% | +46.9% | +32.6% |
| 6M | +53.8% | +119.1% | -65.4% | +10.5% |
| YTD | +42.8% | +102.4% | -59.6% | +5.4% |
| 1Y | +60.7% | +98.2% | -37.5% | +18.0% |
| 3Y | +83.9% | +46.9% | +37.0% | +12.4% |
| All | +83.9% | +64.9% | +18.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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