+2,490.2%
NVDL vs ROKU
+182.9%
+2,307.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -10.3% | -0.4% | -9.9% | -10.2% |
| 30D | -7.1% | +2.1% | -9.2% | -8.0% |
| 3M | +6.6% | +29.5% | -22.9% | -5.9% |
| 6M | +21.1% | +53.8% | -32.7% | -0.6% |
| YTD | +15.2% | +42.8% | -27.6% | -3.5% |
| 1Y | +18.8% | +60.7% | -41.9% | -6.2% |
| 3Y | +649.9% | +83.9% | +566.0% | +424.4% |
| All | +2,490.2% | +182.9% | +2,307.3% | +1,267.6% |
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