+82.9%
ROKU vs BN
+69.2%
+13.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | -2.6% | -5.9% | +3.2% | +2.4% |
| 30D | +2.1% | -15.1% | +17.2% | +16.9% |
| 3M | +31.8% | -14.6% | +46.4% | +49.5% |
| 6M | +53.3% | -8.4% | +61.7% | +62.5% |
| YTD | +42.1% | -16.8% | +58.9% | +62.8% |
| 1Y | +62.3% | -14.4% | +76.7% | +79.7% |
| All | +82.9% | +69.2% | +13.7% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling