+118.9%
SAP vs ROKU
+880.6%
-761.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.1% | -0.4% | -3.6% | -4.0% |
| 30D | +1.1% | +2.1% | -1.0% | +0.8% |
| 3M | +26.1% | +29.5% | -3.4% | +22.2% |
| 6M | +9.8% | +53.8% | -44.0% | +4.2% |
| YTD | -13.6% | +42.8% | -56.4% | -17.5% |
| 1Y | -18.7% | +60.7% | -79.4% | -23.5% |
| 3Y | +54.1% | +83.9% | -29.8% | +38.0% |
| 5Y | +54.7% | -52.8% | +107.5% | +47.9% |
| All | +118.9% | +880.6% | -761.6% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling