+519.2%
COST vs ROKU
+867.7%
-348.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.7% |
| 7D | -2.8% | -3.0% | +0.3% | -2.6% |
| 30D | -5.3% | +0.7% | -6.0% | -5.3% |
| 3M | -6.7% | +26.5% | -33.1% | -8.1% |
| 6M | -9.9% | +52.6% | -62.6% | -12.5% |
| YTD | +5.1% | +40.9% | -35.8% | +2.5% |
| 1Y | -7.3% | +57.6% | -64.9% | -10.4% |
| 3Y | +70.4% | +83.2% | -12.8% | +59.5% |
| 5Y | +104.4% | -54.8% | +159.2% | +98.6% |
| All | +519.2% | +867.7% | -348.5% | +429.7% |
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