+559.3%
ROKU vs COPX
+341.4%
+217.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | +2.1% | +0.3% | +1.8% | +1.3% |
| 3M | +29.5% | +6.8% | +22.7% | +23.6% |
| 6M | +53.8% | +7.9% | +45.8% | +44.3% |
| YTD | +42.8% | +23.7% | +19.1% | +23.7% |
| 1Y | +60.7% | +71.5% | -10.8% | +17.0% |
| 3Y | +83.9% | +149.1% | -65.2% | +8.6% |
| 5Y | -52.8% | +167.3% | -220.1% | -73.2% |
| All | +559.3% | +341.4% | +217.8% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling