+97.2%
NI vs ROKU
-52.4%
+149.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -1.4% | +2.1% | -3.4% | -1.4% |
| 3M | -10.6% | +29.5% | -40.1% | -11.3% |
| 6M | -9.3% | +53.8% | -63.1% | -10.5% |
| YTD | +1.1% | +42.8% | -41.7% | -0.1% |
| 1Y | +3.4% | +60.7% | -57.4% | +1.8% |
| 3Y | +67.9% | +83.9% | -16.0% | +63.0% |
| All | +97.2% | -52.4% | +149.6% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling