-3.6%
COST vs ROKU
+57.7%
-61.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -3.1% | -1.3% | -1.8% | -3.1% |
| 30D | -2.8% | +5.9% | -8.7% | -2.8% |
| 3M | -5.7% | +23.9% | -29.6% | -5.6% |
| 6M | -8.8% | +59.6% | -68.3% | -8.8% |
| YTD | +6.7% | +43.4% | -36.8% | +6.8% |
| 1Y | -3.6% | +60.2% | -63.8% | -4.4% |
| All | -3.6% | +57.7% | -61.4% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling