-52.0%
ROKU vs BTI
+118.0%
-170.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.1% | -1.1% | +3.1% | +2.4% |
| 3M | +29.5% | -8.8% | +38.3% | +32.9% |
| 6M | +53.8% | -4.0% | +57.7% | +54.6% |
| YTD | +42.8% | +0.4% | +42.4% | +40.6% |
| 1Y | +60.7% | +1.9% | +58.8% | +57.2% |
| 3Y | +83.9% | +108.5% | -24.6% | +21.6% |
| All | -52.0% | +118.0% | -170.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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