+15.8%
NXPI vs ROKU
+80.8%
-65.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.2% |
| 7D | -2.3% | -3.0% | +0.8% | -1.5% |
| 30D | -4.3% | +0.7% | -5.0% | -4.5% |
| 3M | -24.7% | +26.5% | -51.1% | -29.6% |
| 6M | +9.7% | +52.6% | -42.9% | -3.0% |
| YTD | +3.8% | +40.9% | -37.2% | -6.7% |
| 1Y | +1.6% | +57.6% | -56.0% | -11.8% |
| All | +15.8% | +80.8% | -65.0% | -7.1% |
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