+444.5%
CORZ vs ROKU
+66.6%
+377.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +16.6% | -0.1% | +16.7% | +16.6% |
| 30D | -10.9% | +1.5% | -12.3% | -11.4% |
| 3M | -31.0% | +25.7% | -56.7% | -37.9% |
| 6M | +26.0% | +54.5% | -28.4% | +3.9% |
| YTD | +28.6% | +43.2% | -14.5% | +8.8% |
| 1Y | +34.5% | +56.3% | -21.8% | +8.8% |
| All | +444.5% | +66.6% | +377.9% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling