-50.7%
COIN vs ROKU
+53.8%
-104.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.2% |
| 7D | -6.7% | +4.8% | -11.5% | -9.4% |
| 30D | -19.5% | +6.1% | -25.6% | -22.5% |
| 3M | +0.5% | +10.5% | -10.0% | -5.7% |
| 6M | -25.4% | +29.2% | -54.5% | -37.5% |
| YTD | -33.0% | +50.0% | -83.0% | -55.5% |
| 1Y | -50.7% | +53.4% | -104.1% | -66.8% |
| All | -50.7% | +53.8% | -104.5% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling