-66.9%
ROKU vs BTDR
+19.6%
-86.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.1% |
| 7D | -0.4% | -3.4% | +3.0% | -0.1% |
| 30D | +2.1% | +32.6% | -30.5% | -1.4% |
| 3M | +29.5% | -32.2% | +61.7% | +32.9% |
| 6M | +53.8% | +52.4% | +1.4% | +42.5% |
| YTD | +42.8% | +6.7% | +36.1% | +36.3% |
| 1Y | +60.7% | -15.2% | +76.0% | +53.7% |
| 3Y | +83.9% | +14.9% | +69.0% | +55.7% |
| 5Y | -52.8% | +20.8% | -73.6% | -62.7% |
| All | -66.9% | +19.6% | -86.5% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling