+83.9%
ROKU vs BWA
+70.7%
+13.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +2.1% | -2.9% | +5.0% | +2.8% |
| 3M | +29.5% | -10.7% | +40.2% | +33.3% |
| 6M | +53.8% | +26.5% | +27.3% | +41.7% |
| YTD | +42.8% | +49.1% | -6.3% | +20.2% |
| 1Y | +60.7% | +52.1% | +8.7% | +33.9% |
| 3Y | +83.9% | +72.6% | +11.3% | +20.1% |
| All | +83.9% | +70.7% | +13.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling