-67.1%
ROKU vs BTDR
+15.3%
-82.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.5% |
| 7D | -2.6% | -3.2% | +0.5% | -2.4% |
| 30D | +2.1% | +32.7% | -30.6% | -1.4% |
| 3M | +31.8% | -28.4% | +60.2% | +34.3% |
| 6M | +53.3% | +51.7% | +1.6% | +42.1% |
| YTD | +42.1% | +2.9% | +39.2% | +36.2% |
| 1Y | +62.3% | -15.5% | +77.8% | +55.2% |
| 3Y | +84.6% | 0.0% | +84.6% | +57.4% |
| 5Y | -53.1% | +16.5% | -69.5% | -62.7% |
| All | -67.1% | +15.3% | -82.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling