+129.1%
NXPI vs ROKU
+884.7%
-755.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | -1.4% | +5.9% | -7.3% | -2.5% |
| 3M | -29.1% | +23.9% | -52.9% | -32.1% |
| 6M | +6.2% | +59.6% | -53.4% | -3.4% |
| YTD | +5.9% | +43.4% | -37.5% | -2.1% |
| 1Y | +2.9% | +60.2% | -57.3% | -7.0% |
| 3Y | +14.5% | +90.4% | -75.9% | -4.2% |
| 5Y | +17.1% | -54.5% | +71.6% | +11.8% |
| All | +129.1% | +884.7% | -755.6% | +66.5% |
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 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