+375.7%
ROKU vs NVT
+694.8%
-319.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -2.6% | +2.0% | -4.7% | -3.5% |
| 30D | +2.1% | -7.2% | +9.3% | +4.7% |
| 3M | +31.8% | -0.9% | +32.7% | +29.6% |
| 6M | +53.3% | +42.6% | +10.7% | +28.5% |
| YTD | +42.1% | +52.9% | -10.8% | +15.1% |
| 1Y | +62.3% | +64.5% | -2.1% | +26.9% |
| 3Y | +84.6% | +178.0% | -93.3% | +9.1% |
| 5Y | -53.1% | +402.8% | -455.8% | -77.9% |
| All | +375.7% | +694.8% | -319.2% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling