+559.3%
ROKU vs BG
+127.2%
+432.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | -0.4% | +3.1% | -3.5% | -1.2% |
| 30D | +2.1% | +10.2% | -8.2% | -0.5% |
| 3M | +29.5% | -1.7% | +31.2% | +29.6% |
| 6M | +53.8% | +1.0% | +52.8% | +52.1% |
| YTD | +42.8% | +39.9% | +2.9% | +29.4% |
| 1Y | +60.7% | +53.2% | +7.5% | +41.7% |
| 3Y | +83.9% | +16.3% | +67.6% | +71.3% |
| 5Y | -52.8% | +83.9% | -136.7% | -62.3% |
| All | +559.3% | +127.2% | +432.0% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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