+41.5%
NU vs ROKU
-39.7%
+81.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +7.8% | +2.1% | +5.7% | +7.1% |
| 3M | +20.9% | +29.5% | -8.6% | +9.6% |
| 6M | +0.9% | +53.8% | -52.9% | -14.2% |
| YTD | -12.7% | +42.8% | -55.5% | -24.2% |
| 1Y | -6.4% | +60.7% | -67.1% | -22.6% |
| 3Y | +98.1% | +83.9% | +14.2% | +39.0% |
| All | +41.5% | -39.7% | +81.2% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling