+24.5%
COP vs ROKU
+80.8%
-56.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -0.5% | -3.0% | +2.6% | -0.3% |
| 30D | +11.7% | +0.7% | +11.0% | +11.7% |
| 3M | +17.7% | +26.5% | -8.8% | +15.9% |
| 6M | +18.3% | +52.6% | -34.3% | +14.7% |
| YTD | +49.1% | +40.9% | +8.1% | +45.2% |
| 1Y | +53.3% | +57.6% | -4.3% | +47.6% |
| All | +24.5% | +80.8% | -56.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling