+110.8%
NOC vs ROKU
+883.2%
-772.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -8.9% | +1.5% | -10.3% | -8.9% |
| 3M | -3.7% | +25.7% | -29.4% | -4.1% |
| 6M | -30.8% | +54.5% | -85.3% | -31.4% |
| YTD | -7.9% | +43.2% | -51.1% | -8.6% |
| 1Y | -9.4% | +56.3% | -65.7% | -10.2% |
| 3Y | +29.0% | +86.1% | -57.1% | +26.3% |
| 5Y | +56.1% | -53.6% | +109.6% | +57.4% |
| All | +110.8% | +883.2% | -772.4% | +91.3% |
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