+53.4%
ROKU vs BROS
-18.6%
+72.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +4.8% | +2.5% | +2.3% | +4.2% |
| 30D | +6.1% | +15.1% | -9.0% | +2.6% |
| 3M | +10.5% | -31.4% | +41.9% | +19.4% |
| 6M | +29.2% | -22.6% | +51.8% | +32.7% |
| YTD | +50.0% | -28.1% | +78.2% | +49.1% |
| 1Y | +53.4% | -20.3% | +73.7% | +47.9% |
| All | +53.4% | -18.6% | +72.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling