+28.4%
COP vs ROKU
+98.8%
-70.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +3.5% | -15.0% | -11.7% |
| 30D | +5.0% | +5.1% | -0.2% | +4.6% |
| 3M | +17.5% | +7.0% | +10.5% | +17.0% |
| 6M | +16.2% | +25.4% | -9.2% | +14.6% |
| YTD | +48.8% | +48.0% | +0.8% | +44.7% |
| 1Y | +64.1% | +53.1% | +11.0% | +58.9% |
| All | +28.4% | +98.8% | -70.4% | +16.0% |
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