-53.9%
ROKU vs COMP
-49.7%
-4.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.0% | +0.8% | -3.9% | -3.4% |
| 30D | +0.7% | -13.9% | +14.6% | +5.2% |
| 3M | +26.5% | +30.7% | -4.3% | +14.0% |
| 6M | +52.6% | +18.7% | +34.0% | +38.5% |
| YTD | +40.9% | +1.0% | +39.9% | +33.5% |
| 1Y | +57.6% | +15.1% | +42.6% | +41.0% |
| 3Y | +83.2% | +219.8% | -136.6% | -1.3% |
| 5Y | -54.8% | -28.7% | -26.2% | -65.5% |
| All | -53.9% | -49.7% | -4.2% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling