+86.1%
ROKU vs COMP
+225.1%
-139.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +5.9% | -13.3% | +19.2% | +9.0% |
| 3M | +23.9% | +41.1% | -17.2% | +13.1% |
| 6M | +59.6% | +17.2% | +42.4% | +49.8% |
| YTD | +43.4% | +5.2% | +38.2% | +37.4% |
| 1Y | +60.2% | +18.9% | +41.2% | +47.9% |
| All | +86.1% | +225.1% | -139.1% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling