+550.6%
ROKU vs BWA
+68.6%
+482.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | +0.7% | -5.6% | +6.3% | +2.8% |
| 3M | +26.5% | -10.7% | +37.2% | +31.4% |
| 6M | +52.6% | +23.2% | +29.5% | +37.7% |
| YTD | +40.9% | +46.0% | -5.1% | +14.8% |
| 1Y | +57.6% | +51.2% | +6.5% | +26.0% |
| 3Y | +83.2% | +69.6% | +13.6% | +34.8% |
| 5Y | -54.8% | +86.6% | -141.4% | -68.2% |
| All | +550.6% | +68.6% | +482.0% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling