+193.6%
COP vs ROKU
-54.7%
+248.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | +9.6% | +2.1% | +7.4% | +9.4% |
| 3M | +15.0% | +31.8% | -16.8% | +13.4% |
| 6M | +21.8% | +53.3% | -31.5% | +18.9% |
| YTD | +49.6% | +42.1% | +7.6% | +46.6% |
| 1Y | +49.9% | +62.3% | -12.5% | +45.5% |
| 3Y | +22.6% | +84.6% | -62.0% | +15.6% |
| 5Y | +193.6% | -53.1% | +246.7% | +183.6% |
| All | +193.6% | -54.7% | +248.3% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling