+78.6%
NSC vs ROKU
+86.5%
-7.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.9% | +1.5% | -3.4% | -2.1% |
| 3M | +6.2% | +25.7% | -19.5% | +3.3% |
| 6M | +9.2% | +54.5% | -45.3% | +3.4% |
| YTD | +15.0% | +43.2% | -28.2% | +9.7% |
| 1Y | +21.1% | +56.3% | -35.2% | +13.9% |
| 3Y | +78.6% | +86.1% | -7.5% | +50.2% |
| All | +78.6% | +86.5% | -7.9% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling