-41.6%
ROKU vs COO
-40.6%
-0.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.3% |
| 7D | +3.5% | +4.7% | -1.2% | +0.2% |
| 30D | +5.1% | +13.9% | -8.8% | -3.8% |
| 3M | +7.0% | -14.9% | +21.9% | +17.0% |
| 6M | +25.4% | +2.0% | +23.4% | +18.3% |
| YTD | +48.0% | -23.9% | +71.9% | +73.6% |
| 1Y | +53.1% | -9.6% | +62.8% | +56.4% |
| 3Y | +92.7% | -25.4% | +118.1% | +101.5% |
| All | -41.6% | -40.6% | -0.9% | -16.9% |
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