+118.5%
SAP vs ROKU
+875.4%
-756.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.1% | -2.6% | -2.5% | -4.8% |
| 30D | -1.8% | +2.1% | -3.9% | -2.0% |
| 3M | +20.9% | +31.8% | -10.9% | +16.9% |
| 6M | +7.0% | +53.3% | -46.3% | +1.5% |
| YTD | -13.7% | +42.1% | -55.8% | -17.6% |
| 1Y | -19.6% | +62.3% | -81.9% | -24.4% |
| 3Y | +52.4% | +84.6% | -32.2% | +36.5% |
| 5Y | +54.4% | -53.1% | +107.5% | +47.7% |
| All | +118.5% | +875.4% | -756.9% | +79.6% |
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