+113.0%
NOK vs ROKU
+875.4%
-762.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +8.7% | -2.6% | +11.3% | +9.0% |
| 30D | +12.5% | +2.1% | +10.4% | +12.2% |
| 3M | -20.7% | +31.8% | -52.5% | -23.3% |
| 6M | +36.2% | +53.3% | -17.1% | +29.4% |
| YTD | +64.1% | +42.1% | +22.1% | +57.0% |
| 1Y | +132.4% | +62.3% | +70.1% | +118.7% |
| 3Y | +182.9% | +84.6% | +98.2% | +153.6% |
| 5Y | +102.8% | -53.1% | +155.8% | +93.2% |
| All | +113.0% | +875.4% | -762.4% | +73.0% |
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