+456.3%
NRG vs ROKU
+880.6%
-424.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -4.7% | -0.4% | -4.2% | -4.6% |
| 30D | -6.0% | +2.1% | -8.0% | -6.2% |
| 3M | -8.0% | +29.5% | -37.4% | -10.5% |
| 6M | -23.2% | +53.8% | -76.9% | -26.6% |
| YTD | -28.1% | +42.8% | -70.9% | -30.9% |
| 1Y | -27.3% | +60.7% | -88.0% | -31.1% |
| 3Y | +208.7% | +83.9% | +124.8% | +181.6% |
| 5Y | +197.7% | -52.8% | +250.5% | +184.0% |
| All | +456.3% | +880.6% | -424.3% | +362.6% |
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