+77.9%
ROKU vs FBTC
+59.7%
+18.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -2.6% | -5.8% | +3.2% | -0.8% |
| 30D | +2.1% | +21.4% | -19.3% | -4.4% |
| 3M | +31.8% | +24.5% | +7.3% | +21.9% |
| 6M | +53.3% | +9.9% | +43.4% | +47.7% |
| YTD | +42.1% | -12.0% | +54.1% | +45.6% |
| 1Y | +62.3% | -32.3% | +94.7% | +80.2% |
| All | +77.9% | +59.7% | +18.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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