+68.1%
NTAP vs ROKU
+53.8%
+14.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -16.1% | +4.8% | -20.9% | -16.7% |
| 30D | -15.9% | +6.1% | -22.0% | -16.8% |
| 3M | -1.2% | +10.5% | -11.7% | -3.0% |
| 6M | +70.1% | +29.2% | +40.9% | +62.1% |
| YTD | +77.9% | +50.0% | +27.9% | +59.3% |
| 1Y | +68.1% | +53.4% | +14.7% | +50.8% |
| All | +68.1% | +53.8% | +14.3% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling