+421.5%
CORZ vs ROKU
+66.1%
+355.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -14.0% | +2.1% | -16.1% | -14.8% |
| 3M | -34.1% | +29.5% | -63.6% | -41.5% |
| 6M | +8.5% | +53.8% | -45.3% | -10.4% |
| YTD | +23.2% | +42.8% | -19.6% | +4.4% |
| 1Y | +15.4% | +60.7% | -45.4% | -7.6% |
| All | +421.5% | +66.1% | +355.4% | +263.4% |
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