+45.2%
NU vs ROKU
-40.5%
+85.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -2.6% | -3.0% | +0.4% | -1.5% |
| 30D | +8.2% | +0.7% | +7.5% | +8.1% |
| 3M | +26.3% | +26.5% | -0.2% | +15.4% |
| 6M | +2.2% | +52.6% | -50.4% | -12.8% |
| YTD | -10.4% | +40.9% | -51.3% | -21.8% |
| 1Y | -3.0% | +57.6% | -60.6% | -19.2% |
| 3Y | +120.3% | +83.2% | +37.1% | +54.6% |
| All | +45.2% | -40.5% | +85.7% | +31.7% |
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