-20.6%
NKE vs ROKU
+875.4%
-896.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -5.5% | -2.6% | -2.9% | -5.2% |
| 30D | -10.4% | +2.1% | -12.6% | -10.7% |
| 3M | -15.8% | +31.8% | -47.6% | -19.0% |
| 6M | -33.4% | +53.3% | -86.7% | -37.3% |
| YTD | -41.0% | +42.1% | -83.1% | -44.0% |
| 1Y | -49.1% | +62.3% | -111.4% | -52.6% |
| 3Y | -59.8% | +84.6% | -144.4% | -64.6% |
| 5Y | -75.5% | -53.1% | -22.4% | -76.9% |
| All | -20.6% | +875.4% | -896.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling