+122.4%
COP vs ROKU
-41.8%
+164.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +17.5% | +7.0% | +10.5% | +17.1% |
| 6M | +16.2% | +25.4% | -9.2% | +14.8% |
| YTD | +48.8% | +48.0% | +0.8% | +45.4% |
| 1Y | +64.1% | +53.1% | +11.0% | +59.9% |
| 3Y | +25.7% | +92.7% | -67.0% | +18.6% |
| All | +122.4% | -41.8% | +164.3% | +110.0% |
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 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