+187.4%
COF vs ROKU
+875.4%
-688.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -6.1% | -2.6% | -3.4% | -5.7% |
| 30D | -5.2% | +2.1% | -7.3% | -5.4% |
| 3M | +17.0% | +31.8% | -14.8% | +12.5% |
| 6M | +12.9% | +53.3% | -40.4% | +6.2% |
| YTD | -13.5% | +42.1% | -55.6% | -18.0% |
| 1Y | -5.9% | +62.3% | -68.2% | -12.4% |
| 3Y | +117.1% | +84.6% | +32.5% | +92.2% |
| 5Y | +45.4% | -53.1% | +98.4% | +35.0% |
| All | +187.4% | +875.4% | -688.1% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling