+26.2%
NXPI vs ROKU
-41.8%
+68.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.4% | +3.5% | -7.8% | -5.1% |
| 30D | +5.6% | +5.1% | +0.5% | +4.4% |
| 3M | +7.6% | +7.0% | +0.6% | +5.9% |
| 6M | -17.6% | +25.4% | -43.0% | -22.3% |
| YTD | +15.9% | +48.0% | -32.1% | +4.3% |
| 1Y | +22.4% | +53.1% | -30.7% | +8.9% |
| 3Y | +43.2% | +92.7% | -49.5% | +14.5% |
| All | +26.2% | -41.8% | +68.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling