-51.6%
ROKU vs COMP
-52.0%
+0.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -3.3% |
| 7D | +3.5% | +13.4% | -10.0% | -1.1% |
| 30D | +5.1% | +11.1% | -6.0% | +0.7% |
| 3M | +7.0% | -18.8% | +25.8% | +12.6% |
| 6M | +25.4% | +10.5% | +14.9% | +17.2% |
| YTD | +48.0% | -3.4% | +51.4% | +40.5% |
| 1Y | +53.1% | +19.7% | +33.4% | +34.9% |
| 3Y | +92.7% | +381.6% | -288.9% | -11.9% |
| 5Y | -42.4% | -17.6% | -24.8% | -57.2% |
| All | -51.6% | -52.0% | +0.3% | -59.0% |
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