+53.4%
ROKU vs COO
-7.7%
+61.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +0.4% |
| 7D | +4.8% | +8.4% | -3.6% | +3.2% |
| 30D | +6.1% | +13.5% | -7.4% | +3.6% |
| 3M | +10.5% | -13.8% | +24.2% | +14.7% |
| 6M | +29.2% | +4.7% | +24.4% | +25.8% |
| YTD | +50.0% | -21.4% | +71.4% | +65.7% |
| 1Y | +53.4% | -6.7% | +60.2% | +52.4% |
| All | +53.4% | -7.7% | +61.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling