+561.0%
ROKU vs COO
+15.0%
+546.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +1.6% |
| 7D | -0.1% | -2.3% | +2.2% | +1.4% |
| 30D | +1.5% | -8.8% | +10.3% | +7.5% |
| 3M | +25.7% | +1.3% | +24.4% | +23.5% |
| 6M | +54.5% | -11.6% | +66.0% | +65.3% |
| YTD | +43.2% | -17.4% | +60.6% | +60.1% |
| 1Y | +56.3% | -1.6% | +57.9% | +53.0% |
| 3Y | +86.1% | -22.6% | +108.7% | +103.4% |
| 5Y | -53.6% | -40.3% | -13.2% | -38.7% |
| All | +561.0% | +15.0% | +546.0% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling