+119.6%
NVO vs ROKU
+880.6%
-760.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -7.6% | -0.4% | -7.2% | -7.6% |
| 30D | -6.0% | +2.1% | -8.0% | -6.1% |
| 3M | -0.8% | +29.5% | -30.3% | -2.4% |
| 6M | +16.5% | +53.8% | -37.3% | +13.3% |
| YTD | -11.1% | +42.8% | -53.9% | -13.2% |
| 1Y | -16.7% | +60.7% | -77.5% | -19.2% |
| 3Y | -52.9% | +83.9% | -136.8% | -55.5% |
| 5Y | -3.0% | -52.8% | +49.8% | -5.0% |
| All | +119.6% | +880.6% | -760.9% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling