-52.0%
ROKU vs BBAI
-70.8%
+18.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.4% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | +2.1% | -12.0% | +14.0% | +2.7% |
| 3M | +29.5% | -30.7% | +60.2% | +31.8% |
| 6M | +53.8% | -30.7% | +84.5% | +56.2% |
| YTD | +42.8% | -46.9% | +89.7% | +46.7% |
| 1Y | +60.7% | -41.1% | +101.8% | +63.0% |
| 3Y | +83.9% | +65.9% | +18.0% | +70.3% |
| All | -52.0% | -70.8% | +18.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling