+111.0%
NOC vs ROKU
+880.6%
-769.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -9.7% | +2.1% | -11.8% | -9.7% |
| 3M | -5.6% | +29.5% | -35.1% | -6.1% |
| 6M | -28.6% | +53.8% | -82.4% | -29.1% |
| YTD | -7.9% | +42.8% | -50.7% | -8.5% |
| 1Y | -9.5% | +60.7% | -70.3% | -10.4% |
| 3Y | +28.4% | +83.9% | -55.5% | +25.7% |
| 5Y | +59.0% | -52.8% | +111.8% | +60.2% |
| All | +111.0% | +880.6% | -769.6% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling