+559.3%
ROKU vs COO
-8.4%
+567.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -0.4% | -22.5% | +22.1% | +15.8% |
| 30D | +2.1% | -29.7% | +31.8% | +26.4% |
| 3M | +29.5% | -20.1% | +49.6% | +46.4% |
| 6M | +53.8% | -26.9% | +80.7% | +83.3% |
| YTD | +42.8% | -34.2% | +77.0% | +82.4% |
| 1Y | +60.7% | -21.3% | +82.0% | +79.1% |
| 3Y | +83.9% | -38.7% | +122.6% | +130.3% |
| 5Y | -52.8% | -52.2% | -0.6% | -29.1% |
| All | +559.3% | -8.4% | +567.7% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling