+147.9%
NTAP vs ROKU
+82.2%
+65.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.0% | -2.6% | +1.7% | -0.4% |
| 30D | -7.5% | +2.1% | -9.6% | -7.9% |
| 3M | +14.6% | +31.8% | -17.2% | +7.9% |
| 6M | +91.0% | +53.3% | +37.7% | +73.5% |
| YTD | +73.7% | +42.1% | +31.6% | +59.6% |
| 1Y | +51.2% | +62.3% | -11.1% | +34.9% |
| All | +147.9% | +82.2% | +65.7% | +107.0% |
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 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