+639.4%
COHR vs ROKU
+880.6%
-241.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | -0.4% | +8.8% | +8.4% |
| 30D | -14.1% | +2.1% | -16.2% | -14.6% |
| 3M | -16.0% | +29.5% | -45.5% | -21.5% |
| 6M | +21.5% | +53.8% | -32.3% | +9.3% |
| YTD | +65.4% | +42.8% | +22.6% | +50.7% |
| 1Y | +195.0% | +60.7% | +134.3% | +160.8% |
| 3Y | +830.2% | +83.9% | +746.3% | +669.4% |
| 5Y | +397.1% | -52.8% | +449.9% | +379.2% |
| All | +639.4% | +880.6% | -241.2% | +391.5% |
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