+186.2%
NEE vs ROKU
+883.2%
-697.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.2% | +1.5% | -1.7% | -0.3% |
| 3M | +0.5% | +25.7% | -25.2% | -0.8% |
| 6M | -6.5% | +54.5% | -61.0% | -8.9% |
| YTD | +6.7% | +43.2% | -36.5% | +4.3% |
| 1Y | +23.6% | +56.3% | -32.7% | +20.2% |
| 3Y | +37.1% | +86.1% | -49.0% | +29.3% |
| 5Y | +10.9% | -53.6% | +64.5% | +8.0% |
| All | +186.2% | +883.2% | -697.0% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling