+178.1%
ROKU vs NXT
+171.8%
+6.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.0% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +0.7% | -20.0% | +20.7% | +4.1% |
| 3M | +26.5% | -30.9% | +57.4% | +33.0% |
| 6M | +52.6% | -23.8% | +76.5% | +56.0% |
| YTD | +40.9% | -5.4% | +46.4% | +37.6% |
| 1Y | +57.6% | +28.0% | +29.6% | +44.4% |
| 3Y | +83.2% | +93.3% | -10.1% | +44.1% |
| All | +178.1% | +171.8% | +6.3% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling