-8.8%
NEE vs ROKU
+56.3%
-65.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | -1.7% | +0.7% | -2.4% | -1.7% |
| 3M | -1.8% | +26.5% | -28.3% | -2.3% |
| 6M | -8.8% | +52.6% | -61.5% | -10.0% |
| All | -8.8% | +56.3% | -65.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 6mo: compounded portfolio wealth divided by compounded ROKU 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…
6mo analysis · Full analysis span regression · 6 months rolling