+107.7%
COST vs ROKU
-52.4%
+160.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -4.7% | +2.1% | -6.8% | -4.9% |
| 3M | -7.1% | +29.5% | -36.6% | -8.8% |
| 6M | -8.5% | +53.8% | -62.3% | -11.5% |
| YTD | +5.4% | +42.8% | -37.4% | +2.4% |
| 1Y | -5.6% | +60.7% | -66.4% | -9.2% |
| 3Y | +68.5% | +83.9% | -15.4% | +56.1% |
| All | +107.7% | -52.4% | +160.1% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling