+422.4%
COR vs ROKU
+880.6%
-458.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | +2.6% | +2.1% | +0.5% | +2.5% |
| 3M | +14.5% | +29.5% | -15.0% | +13.5% |
| 6M | -7.8% | +53.8% | -61.6% | -9.2% |
| YTD | -4.2% | +42.8% | -47.0% | -5.5% |
| 1Y | +7.0% | +60.7% | -53.7% | +5.1% |
| 3Y | +85.5% | +83.9% | +1.6% | +78.8% |
| 5Y | +181.2% | -52.8% | +234.0% | +184.1% |
| All | +422.4% | +880.6% | -458.2% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling