+505.5%
NOW vs ROKU
+884.7%
-379.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +20.5% | +5.9% | +14.6% | +18.9% |
| 3M | +18.3% | +23.9% | -5.5% | +12.4% |
| 6M | +24.1% | +59.6% | -35.5% | +11.3% |
| YTD | -7.8% | +43.4% | -51.2% | -15.5% |
| 1Y | -21.4% | +60.2% | -81.6% | -30.0% |
| 3Y | +19.5% | +90.4% | -70.9% | -3.9% |
| 5Y | +4.1% | -54.5% | +58.6% | +0.1% |
| All | +505.5% | +884.7% | -379.3% | +315.3% |
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