+193.5%
NRG vs ROKU
-52.4%
+245.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -0.4% | -4.2% | -4.6% |
| 30D | -6.0% | +2.1% | -8.0% | -6.3% |
| 3M | -8.0% | +29.5% | -37.4% | -11.7% |
| 6M | -23.2% | +53.8% | -76.9% | -28.2% |
| YTD | -28.1% | +42.8% | -70.9% | -32.2% |
| 1Y | -27.3% | +60.7% | -88.0% | -32.8% |
| 3Y | +208.7% | +83.9% | +124.8% | +168.7% |
| All | +193.5% | -52.4% | +245.9% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling