-52.0%
ROKU vs COPX
+163.4%
-215.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | +2.1% | +0.3% | +1.8% | +1.2% |
| 3M | +29.5% | +6.8% | +22.7% | +23.0% |
| 6M | +53.8% | +7.9% | +45.8% | +43.0% |
| YTD | +42.8% | +23.7% | +19.1% | +20.8% |
| 1Y | +60.7% | +71.5% | -10.8% | +10.6% |
| 3Y | +83.9% | +149.1% | -65.2% | -3.7% |
| All | -52.0% | +163.4% | -215.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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