+56.2%
SAP vs ROKU
-54.3%
+110.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.3% | -3.0% | +2.8% | +0.2% |
| 30D | +0.3% | +0.7% | -0.4% | +0.2% |
| 3M | +16.9% | +26.5% | -9.6% | +12.6% |
| 6M | +6.3% | +52.6% | -46.3% | -0.7% |
| YTD | -12.4% | +40.9% | -53.3% | -17.4% |
| 1Y | -21.6% | +57.6% | -79.3% | -27.4% |
| 3Y | +54.8% | +83.2% | -28.4% | +33.7% |
| 5Y | +56.2% | -54.8% | +111.0% | +49.7% |
| All | +56.2% | -54.3% | +110.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling