+83.9%
ROKU vs BR
-5.3%
+89.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.4% | -3.0% | +2.5% | +1.2% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | +29.5% | +17.3% | +12.2% | +16.6% |
| 6M | +53.8% | -6.7% | +60.5% | +60.6% |
| YTD | +42.8% | -23.4% | +66.2% | +72.4% |
| 1Y | +60.7% | -32.7% | +93.4% | +116.2% |
| 3Y | +83.9% | -5.9% | +89.8% | +16.6% |
| All | +83.9% | -5.3% | +89.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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