-7.5%
NOC vs ROKU
+53.8%
-61.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -5.0% | +4.8% | -9.8% | -5.0% |
| 30D | +10.3% | +6.1% | +4.2% | +10.2% |
| 3M | -4.3% | +10.5% | -14.8% | -4.4% |
| 6M | -6.5% | +29.2% | -35.7% | -6.6% |
| YTD | -6.7% | +50.0% | -56.8% | -5.0% |
| 1Y | -7.5% | +53.4% | -60.9% | -5.7% |
| All | -7.5% | +53.8% | -61.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling