+91.2%
ROKU vs COO
-24.4%
+115.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +3.5% | +4.7% | -1.2% | +2.0% |
| 30D | +5.1% | +13.9% | -8.8% | +0.9% |
| 3M | +7.0% | -14.9% | +21.9% | +12.1% |
| 6M | +25.4% | +2.0% | +23.4% | +22.4% |
| YTD | +48.0% | -23.9% | +71.9% | +61.3% |
| 1Y | +53.1% | -9.6% | +62.8% | +56.3% |
| All | +91.2% | -24.4% | +115.6% | +120.7% |
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