+561.0%
ROKU vs BBWI
-27.3%
+588.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | +0.8% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | +1.5% | -6.2% | +7.7% | +2.8% |
| 3M | +25.7% | +4.3% | +21.4% | +22.7% |
| 6M | +54.5% | -7.2% | +61.6% | +54.3% |
| YTD | +43.2% | -3.0% | +46.2% | +39.7% |
| 1Y | +56.3% | -30.8% | +87.1% | +65.8% |
| 3Y | +86.1% | -43.4% | +129.5% | +103.2% |
| 5Y | -53.6% | -66.7% | +13.1% | -43.2% |
| All | +561.0% | -27.3% | +588.3% | +724.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling