-52.0%
ROKU vs NVT
+419.5%
-471.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -1.7% |
| 7D | -0.4% | +4.1% | -4.5% | -2.4% |
| 30D | +2.1% | -5.1% | +7.2% | +4.0% |
| 3M | +29.5% | -1.2% | +30.7% | +27.0% |
| 6M | +53.8% | +46.6% | +7.2% | +20.6% |
| YTD | +42.8% | +60.0% | -17.2% | +6.0% |
| 1Y | +60.7% | +70.8% | -10.1% | +13.9% |
| 3Y | +83.9% | +187.5% | -103.7% | -17.4% |
| All | -52.0% | +419.5% | -471.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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