+440.8%
NTAP vs ROKU
+883.2%
-442.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -0.2% | +1.5% | -1.7% | -0.4% |
| 3M | +11.4% | +25.7% | -14.3% | +8.0% |
| 6M | +88.7% | +54.5% | +34.2% | +78.0% |
| YTD | +78.9% | +43.2% | +35.7% | +70.1% |
| 1Y | +58.8% | +56.3% | +2.5% | +49.2% |
| 3Y | +153.5% | +86.1% | +67.4% | +126.1% |
| 5Y | +136.7% | -53.6% | +190.3% | +125.9% |
| All | +440.8% | +883.2% | -442.4% | +291.8% |
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 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