+73.2%
ROKU vs BTSG
+382.3%
-309.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.4% | +2.6% |
| 7D | -2.6% | -5.8% | +3.1% | -1.2% |
| 30D | +2.1% | 0.0% | +2.1% | +1.8% |
| 3M | +31.8% | -4.5% | +36.3% | +30.9% |
| 6M | +53.3% | +40.0% | +13.3% | +34.4% |
| YTD | +42.1% | +54.6% | -12.5% | +21.0% |
| 1Y | +62.3% | +106.1% | -43.8% | +27.5% |
| All | +73.2% | +382.3% | -309.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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