-52.0%
ROKU vs NVMI
+261.9%
-313.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +2.1% | -8.4% | +10.5% | +5.6% |
| 3M | +29.5% | -33.6% | +63.1% | +51.3% |
| 6M | +53.8% | -14.7% | +68.5% | +54.4% |
| YTD | +42.8% | +13.2% | +29.6% | +21.4% |
| 1Y | +60.7% | +29.0% | +31.7% | +25.2% |
| 3Y | +83.9% | +215.0% | -131.1% | -31.6% |
| All | -52.0% | +261.9% | -313.9% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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