+82.9%
ROKU vs BBWI
-48.6%
+131.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -2.6% | -8.0% | +5.4% | -0.3% |
| 30D | +2.1% | -6.6% | +8.8% | +3.6% |
| 3M | +31.8% | -2.7% | +34.5% | +31.0% |
| 6M | +53.3% | -12.8% | +66.1% | +56.0% |
| YTD | +42.1% | -10.5% | +52.5% | +41.3% |
| 1Y | +62.3% | -35.3% | +97.7% | +79.9% |
| All | +82.9% | -48.6% | +131.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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