+384.8%
NTAP vs ROKU
+915.9%
-531.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -15.1% | +3.5% | -18.5% | -15.4% |
| 30D | -28.1% | +5.1% | -33.2% | -28.5% |
| 3M | -11.4% | +7.0% | -18.4% | -12.2% |
| 6M | +52.2% | +25.4% | +26.8% | +47.6% |
| YTD | +60.4% | +48.0% | +12.5% | +51.9% |
| 1Y | +51.0% | +53.1% | -2.1% | +42.3% |
| 3Y | +135.6% | +92.7% | +42.9% | +110.3% |
| 5Y | +107.5% | -42.4% | +149.9% | +94.4% |
| All | +384.8% | +915.9% | -531.1% | +249.9% |
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