+189.0%
COF vs ROKU
+880.6%
-691.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -5.1% |
| 30D | -6.0% | +2.1% | -8.1% | -6.3% |
| 3M | +14.8% | +29.5% | -14.7% | +10.6% |
| 6M | +15.3% | +53.8% | -38.5% | +8.5% |
| YTD | -13.0% | +42.8% | -55.9% | -17.6% |
| 1Y | -5.7% | +60.7% | -66.4% | -12.2% |
| 3Y | +118.1% | +83.9% | +34.2% | +93.2% |
| 5Y | +46.2% | -52.8% | +99.0% | +35.6% |
| All | +189.0% | +880.6% | -691.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling