-53.6%
ROKU vs COMP
-32.0%
-21.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.9% |
| 7D | -0.1% | +4.1% | -4.2% | -1.5% |
| 30D | +1.5% | -14.5% | +16.0% | +6.4% |
| 3M | +25.7% | +41.8% | -16.1% | +9.8% |
| 6M | +54.5% | +23.6% | +30.9% | +37.9% |
| YTD | +43.2% | +1.7% | +41.5% | +35.1% |
| 1Y | +56.3% | +12.6% | +43.7% | +40.5% |
| 3Y | +86.1% | +221.9% | -135.8% | -2.0% |
| 5Y | -53.6% | -28.1% | -25.4% | -57.8% |
| All | -53.6% | -32.0% | -21.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling