+427.5%
COR vs ROKU
+883.2%
-455.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +1.5% | +1.5% | +0.1% | +1.5% |
| 3M | +18.7% | +25.7% | -7.0% | +17.8% |
| 6M | -9.0% | +54.5% | -63.5% | -10.4% |
| YTD | -3.3% | +43.2% | -46.5% | -4.6% |
| 1Y | +9.8% | +56.3% | -46.5% | +7.9% |
| 3Y | +87.4% | +86.1% | +1.3% | +80.4% |
| 5Y | +180.5% | -53.6% | +234.1% | +183.7% |
| All | +427.5% | +883.2% | -455.7% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling