+181.7%
ROKU vs NXT
+173.5%
+8.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +2.1% | -20.0% | +22.1% | +5.5% |
| 3M | +29.5% | -30.7% | +60.2% | +36.2% |
| 6M | +53.8% | -29.0% | +82.8% | +59.1% |
| YTD | +42.8% | -4.8% | +47.7% | +39.2% |
| 1Y | +60.7% | +22.8% | +37.9% | +48.5% |
| 3Y | +83.9% | +93.9% | -10.0% | +44.5% |
| All | +181.7% | +173.5% | +8.3% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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