-53.4%
ROKU vs BBAI
-71.7%
+18.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | -3.0% | -4.1% | +1.0% | -2.8% |
| 30D | +0.7% | -12.4% | +13.1% | +1.4% |
| 3M | +26.5% | -29.1% | +55.5% | +28.5% |
| 6M | +52.6% | -32.6% | +85.3% | +55.3% |
| YTD | +40.9% | -47.6% | +88.5% | +44.9% |
| 1Y | +57.6% | -41.0% | +98.7% | +59.9% |
| 3Y | +83.2% | +67.5% | +15.7% | +69.8% |
| 5Y | -54.8% | -71.3% | +16.4% | -60.5% |
| All | -53.4% | -71.7% | +18.3% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling