+189.5%
NSC vs ROKU
+915.9%
-726.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.2% | +3.5% | -9.7% | -6.5% |
| 30D | +2.6% | +5.1% | -2.5% | +2.2% |
| 3M | -5.8% | +7.0% | -12.8% | -6.3% |
| 6M | +2.1% | +25.4% | -23.3% | +0.3% |
| YTD | +12.7% | +48.0% | -35.3% | +9.1% |
| 1Y | +15.9% | +53.1% | -37.3% | +11.9% |
| 3Y | +74.0% | +92.7% | -18.7% | +62.1% |
| 5Y | +25.2% | -42.4% | +67.6% | +19.5% |
| All | +189.5% | +915.9% | -726.5% | +144.0% |
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