+583.1%
ROKU vs BURL
+163.1%
+420.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +3.5% | +4.1% | -0.6% | +1.6% |
| 30D | +5.1% | -9.5% | +14.6% | +9.2% |
| 3M | +7.0% | -33.5% | +40.5% | +25.3% |
| 6M | +25.4% | -22.1% | +47.5% | +35.7% |
| YTD | +48.0% | -14.6% | +62.5% | +52.9% |
| 1Y | +53.1% | -8.4% | +61.5% | +51.7% |
| 3Y | +92.7% | +86.6% | +6.1% | +35.9% |
| 5Y | -42.4% | -17.2% | -25.2% | -47.2% |
| All | +583.1% | +163.1% | +420.0% | +271.9% |
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