-51.4%
ROKU vs BROS
+35.1%
-86.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -0.4% | -5.8% | +5.3% | +1.5% |
| 30D | +2.1% | -14.0% | +16.0% | +6.8% |
| 3M | +29.5% | -32.5% | +62.0% | +44.5% |
| 6M | +53.8% | -14.9% | +68.7% | +57.8% |
| YTD | +42.8% | -28.3% | +71.1% | +54.1% |
| 1Y | +60.7% | -34.0% | +94.7% | +76.7% |
| 3Y | +83.9% | +63.0% | +20.9% | +34.5% |
| All | -51.4% | +35.1% | -86.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling