+559.3%
ROKU vs BN
+188.0%
+371.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -0.4% | -5.2% | +4.8% | +3.4% |
| 30D | +2.1% | -14.5% | +16.5% | +13.8% |
| 3M | +29.5% | -15.0% | +44.5% | +44.5% |
| 6M | +53.8% | -5.4% | +59.2% | +58.7% |
| YTD | +42.8% | -16.4% | +59.2% | +60.3% |
| 1Y | +60.7% | -16.2% | +77.0% | +79.4% |
| 3Y | +83.9% | +67.5% | +16.4% | +28.5% |
| 5Y | -52.8% | +34.1% | -86.9% | -61.5% |
| All | +559.3% | +188.0% | +371.3% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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