+54.0%
ROKU vs NTRS
+42.7%
+11.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.2% |
| 7D | +4.8% | +3.6% | +1.2% | +3.3% |
| 30D | +6.1% | +4.3% | +1.8% | +4.2% |
| 3M | +10.5% | -1.9% | +12.4% | +11.1% |
| 6M | +29.2% | +11.4% | +17.7% | +21.9% |
| YTD | +50.0% | +32.3% | +17.7% | +25.0% |
| All | +54.0% | +42.7% | +11.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling