+116.9%
NI vs ROKU
+875.4%
-758.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -0.6% | -2.6% | +2.1% | -0.5% |
| 30D | -1.4% | +2.1% | -3.5% | -1.5% |
| 3M | -10.6% | +31.8% | -42.4% | -11.4% |
| 6M | -9.9% | +53.3% | -63.2% | -11.2% |
| YTD | +1.2% | +42.1% | -40.9% | -0.1% |
| 1Y | +4.4% | +62.3% | -57.9% | +2.7% |
| 3Y | +68.6% | +84.6% | -16.0% | +63.3% |
| 5Y | +98.0% | -53.1% | +151.1% | +95.5% |
| All | +116.9% | +875.4% | -758.6% | +98.8% |
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 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