-31.7%
NKE vs ROKU
+53.8%
-85.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.0% |
| 7D | +9.0% | +4.8% | +4.2% | +8.2% |
| 30D | +19.2% | +6.1% | +13.1% | +18.2% |
| 3M | -1.5% | +10.5% | -11.9% | -3.0% |
| 6M | -4.2% | +29.2% | -33.3% | -7.6% |
| YTD | -34.8% | +50.0% | -84.8% | -39.6% |
| 1Y | -31.7% | +53.4% | -85.1% | -36.1% |
| All | -31.7% | +53.8% | -85.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling