-52.0%
ROKU vs CBOE
+136.7%
-188.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | -0.4% | -5.8% | +5.4% | -0.1% |
| 30D | +2.1% | -3.1% | +5.2% | +2.2% |
| 3M | +29.5% | -4.8% | +34.3% | +29.8% |
| 6M | +53.8% | -0.6% | +54.4% | +53.5% |
| YTD | +42.8% | +12.8% | +30.0% | +41.2% |
| 1Y | +60.7% | +19.8% | +41.0% | +58.1% |
| 3Y | +83.9% | +86.9% | -3.1% | +44.1% |
| All | -52.0% | +136.7% | -188.7% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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