-52.0%
ROKU vs BROS
+38.3%
-90.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -3.0% | -6.6% | +3.5% | -0.9% |
| 30D | +0.7% | -12.3% | +13.0% | +4.8% |
| 3M | +26.5% | -22.2% | +48.7% | +34.4% |
| 6M | +52.6% | -14.3% | +66.9% | +56.3% |
| YTD | +40.9% | -26.6% | +67.5% | +51.0% |
| 1Y | +57.6% | -31.5% | +89.2% | +71.3% |
| 3Y | +83.2% | +62.3% | +20.9% | +34.3% |
| All | -52.0% | +38.3% | -90.4% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling