+562.1%
ROKU vs BURL
+182.9%
+379.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.8% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | +5.9% | -28.2% | +34.0% | +21.0% |
| 3M | +23.9% | -17.6% | +41.5% | +32.9% |
| 6M | +59.6% | -11.8% | +71.3% | +64.6% |
| YTD | +43.4% | -8.1% | +51.6% | +44.9% |
| 1Y | +60.2% | -12.0% | +72.1% | +62.6% |
| 3Y | +90.4% | +63.3% | +27.1% | +43.8% |
| 5Y | -54.5% | -10.8% | -43.7% | -59.4% |
| All | +562.1% | +182.9% | +379.2% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling