+559.3%
ROKU vs NTRS
+165.1%
+394.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -1.2% |
| 30D | +2.1% | -0.7% | +2.7% | +2.4% |
| 3M | +29.5% | +11.3% | +18.2% | +21.7% |
| 6M | +53.8% | +35.5% | +18.3% | +28.7% |
| YTD | +42.8% | +40.6% | +2.2% | +17.0% |
| 1Y | +60.7% | +49.2% | +11.5% | +27.0% |
| 3Y | +83.9% | +167.2% | -83.3% | +6.0% |
| 5Y | -52.8% | +94.9% | -147.7% | -68.5% |
| All | +559.3% | +165.1% | +394.2% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling