+561.0%
ROKU vs BURL
+172.3%
+388.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +1.4% |
| 7D | -0.1% | -2.6% | +2.4% | +0.9% |
| 30D | +1.5% | -30.8% | +32.2% | +17.8% |
| 3M | +25.7% | -18.7% | +44.4% | +35.5% |
| 6M | +54.5% | -16.4% | +70.9% | +63.4% |
| YTD | +43.2% | -11.6% | +54.8% | +46.9% |
| 1Y | +56.3% | -12.0% | +68.3% | +58.5% |
| 3Y | +86.1% | +63.6% | +22.5% | +40.3% |
| 5Y | -53.6% | -12.6% | -41.0% | -58.1% |
| All | +561.0% | +172.3% | +388.7% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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