+81.5%
ROKU vs COO
-27.8%
+109.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | +0.9% |
| 7D | -3.0% | -9.0% | +5.9% | +0.5% |
| 30D | +0.7% | -16.8% | +17.5% | +8.1% |
| 3M | +26.5% | -7.5% | +33.9% | +29.7% |
| 6M | +52.6% | -16.3% | +68.9% | +63.2% |
| YTD | +40.9% | -22.5% | +63.5% | +55.6% |
| 1Y | +57.6% | -7.0% | +64.6% | +59.8% |
| All | +81.5% | -27.8% | +109.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling