-9.4%
NVTS vs ROKU
-56.0%
+46.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.6% |
| 7D | +3.5% | -3.0% | +6.5% | +5.0% |
| 30D | -11.9% | +0.7% | -12.6% | -12.3% |
| 3M | -49.2% | +26.5% | -75.7% | -55.1% |
| 6M | +38.4% | +52.6% | -14.2% | +11.9% |
| YTD | +62.5% | +40.9% | +21.5% | +35.9% |
| 1Y | +101.4% | +57.6% | +43.7% | +59.6% |
| 3Y | +40.4% | +83.2% | -42.7% | -6.6% |
| All | -9.4% | -56.0% | +46.6% | -6.9% |
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