-5.9%
SAP vs ROKU
+53.8%
-59.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +1.3% | +4.8% | -3.5% | +0.3% |
| 30D | +15.5% | +6.1% | +9.4% | +14.0% |
| 3M | +22.8% | +10.5% | +12.3% | +20.1% |
| 6M | +42.5% | +29.2% | +13.3% | +34.9% |
| YTD | +0.5% | +50.0% | -49.5% | -9.2% |
| 1Y | -5.9% | +53.4% | -59.4% | -15.5% |
| All | -5.9% | +53.8% | -59.7% | -15.5% |
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