-41.6%
ROKU vs BURL
-9.3%
-32.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +3.5% | +4.1% | -0.6% | +1.2% |
| 30D | +5.1% | -9.5% | +14.6% | +10.2% |
| 3M | +7.0% | -33.5% | +40.5% | +30.4% |
| 6M | +25.4% | -22.1% | +47.5% | +38.0% |
| YTD | +48.0% | -14.6% | +62.5% | +53.1% |
| 1Y | +53.1% | -8.4% | +61.5% | +49.7% |
| 3Y | +92.7% | +86.6% | +6.1% | +14.1% |
| All | -41.6% | -9.3% | -32.2% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling