+43.4%
NVTS vs ROKU
+83.2%
-39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -16.5% | +2.1% | -18.6% | -17.4% |
| 3M | -47.6% | +29.5% | -77.1% | -54.3% |
| 6M | +7.3% | +53.8% | -46.5% | -13.6% |
| YTD | +62.9% | +42.8% | +20.1% | +35.2% |
| 1Y | +91.3% | +60.7% | +30.6% | +50.4% |
| 3Y | +43.4% | +83.9% | -40.5% | -4.1% |
| All | +43.4% | +83.2% | -39.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling