+123.3%
NOK vs ROKU
+880.6%
-757.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -0.4% | +11.4% | +11.0% |
| 30D | +7.8% | +2.1% | +5.8% | +7.6% |
| 3M | -21.0% | +29.5% | -50.5% | -23.4% |
| 6M | +40.9% | +53.8% | -12.9% | +33.9% |
| YTD | +72.0% | +42.8% | +29.2% | +64.4% |
| 1Y | +140.9% | +60.7% | +80.2% | +126.9% |
| 3Y | +194.3% | +83.9% | +110.4% | +163.9% |
| 5Y | +112.5% | -52.8% | +165.3% | +102.4% |
| All | +123.3% | +880.6% | -757.3% | +81.2% |
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