+124.4%
NVO vs ROKU
+875.4%
-751.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -7.4% | -2.6% | -4.7% | -7.2% |
| 30D | -5.5% | +2.1% | -7.6% | -5.6% |
| 3M | +4.1% | +31.8% | -27.7% | +2.3% |
| 6M | +19.3% | +53.3% | -33.9% | +16.1% |
| YTD | -9.2% | +42.1% | -51.2% | -11.3% |
| 1Y | -15.0% | +62.3% | -77.3% | -17.6% |
| 3Y | -50.9% | +84.6% | -135.5% | -53.6% |
| 5Y | -0.9% | -53.1% | +52.2% | -2.9% |
| All | +124.4% | +875.4% | -751.0% | +107.8% |
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 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