-52.0%
ROKU vs BN
+33.2%
-85.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | -0.4% | -5.2% | +4.8% | +4.7% |
| 30D | +2.1% | -14.5% | +16.5% | +18.1% |
| 3M | +29.5% | -15.0% | +44.5% | +50.0% |
| 6M | +53.8% | -5.4% | +59.2% | +59.3% |
| YTD | +42.8% | -16.4% | +59.2% | +65.6% |
| 1Y | +60.7% | -16.2% | +77.0% | +84.4% |
| 3Y | +83.9% | +67.5% | +16.4% | -0.1% |
| All | -52.0% | +33.2% | -85.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling