+329.5%
NEM vs ROKU
+883.2%
-553.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +12.7% | +1.5% | +11.3% | +12.6% |
| 3M | +28.7% | +25.7% | +2.9% | +27.1% |
| 6M | +9.8% | +54.5% | -44.7% | +7.4% |
| YTD | +28.1% | +43.2% | -15.1% | +25.7% |
| 1Y | +69.3% | +56.3% | +13.1% | +65.5% |
| 3Y | +247.7% | +86.1% | +161.6% | +233.3% |
| 5Y | +153.4% | -53.6% | +207.0% | +145.2% |
| All | +329.5% | +883.2% | -553.6% | +313.9% |
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