-53.4%
ROKU vs COO
-43.5%
-9.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | +2.7% |
| 7D | -3.0% | -9.0% | +5.9% | +3.3% |
| 30D | +0.7% | -16.8% | +17.5% | +14.1% |
| 3M | +26.5% | -7.5% | +33.9% | +32.0% |
| 6M | +52.6% | -16.3% | +68.9% | +70.4% |
| YTD | +40.9% | -22.5% | +63.5% | +66.2% |
| 1Y | +57.6% | -7.0% | +64.6% | +59.4% |
| 3Y | +83.2% | -27.5% | +110.6% | +104.9% |
| All | -53.4% | -43.5% | -9.9% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling