+559.3%
ROKU vs BEN
+22.0%
+537.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.4% | -3.1% | +2.7% | +1.1% |
| 30D | +2.1% | +0.2% | +1.9% | +1.9% |
| 3M | +29.5% | +6.8% | +22.7% | +24.7% |
| 6M | +53.8% | +38.1% | +15.7% | +30.5% |
| YTD | +42.8% | +44.3% | -1.5% | +18.2% |
| 1Y | +60.7% | +42.6% | +18.2% | +33.6% |
| 3Y | +83.9% | +52.3% | +31.6% | +46.3% |
| 5Y | -52.8% | +37.6% | -90.5% | -61.0% |
| All | +559.3% | +22.0% | +537.3% | +471.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling