-59.2%
NKE vs ROKU
+83.2%
-142.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | -0.4% | -3.7% | -4.1% |
| 30D | -8.2% | +2.1% | -10.3% | -8.5% |
| 3M | -19.1% | +29.5% | -48.6% | -22.8% |
| 6M | -32.6% | +53.8% | -86.4% | -37.9% |
| YTD | -40.7% | +42.8% | -83.5% | -44.8% |
| 1Y | -48.9% | +60.7% | -109.6% | -53.5% |
| 3Y | -59.2% | +83.9% | -143.1% | -63.3% |
| All | -59.2% | +83.2% | -142.4% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling