+555.8%
ROKU vs BTI
+66.0%
+489.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -2.6% | -2.0% | -0.7% | -2.1% |
| 30D | +2.1% | -3.4% | +5.6% | +3.0% |
| 3M | +31.8% | -9.0% | +40.8% | +34.7% |
| 6M | +53.3% | -5.0% | +58.3% | +54.5% |
| YTD | +42.1% | -0.3% | +42.4% | +41.0% |
| 1Y | +62.3% | +3.1% | +59.2% | +59.4% |
| 3Y | +84.6% | +111.0% | -26.3% | +43.8% |
| 5Y | -53.1% | +117.0% | -170.1% | -63.4% |
| All | +555.8% | +66.0% | +489.8% | +416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling