+56.5%
SAP vs ROKU
+86.5%
-30.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | +2.6% | +1.5% | +1.1% | +2.3% |
| 3M | +16.3% | +25.7% | -9.5% | +11.9% |
| 6M | +6.4% | +54.5% | -48.1% | -1.0% |
| YTD | -11.4% | +43.2% | -54.6% | -16.9% |
| 1Y | -20.4% | +56.3% | -76.7% | -26.4% |
| 3Y | +56.5% | +86.1% | -29.6% | +38.8% |
| All | +56.5% | +86.5% | -30.0% | +38.8% |
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