+150.8%
NXPI vs ROKU
+915.9%
-765.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.4% | +3.5% | -7.8% | -5.0% |
| 30D | +5.6% | +5.1% | +0.5% | +4.6% |
| 3M | +7.6% | +7.0% | +0.6% | +6.3% |
| 6M | -17.6% | +25.4% | -43.0% | -21.3% |
| YTD | +15.9% | +48.0% | -32.1% | +6.6% |
| 1Y | +22.4% | +53.1% | -30.7% | +11.6% |
| 3Y | +43.2% | +92.7% | -49.5% | +20.6% |
| 5Y | +21.4% | -42.4% | +63.8% | +12.0% |
| All | +150.8% | +915.9% | -765.2% | +81.2% |
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