-25.9%
ADBE vs ROKU
+53.8%
-79.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.8% |
| 7D | -0.5% | +4.8% | -5.3% | -1.1% |
| 30D | +4.1% | +6.1% | -2.0% | +3.3% |
| 3M | -3.5% | +10.5% | -14.0% | -4.6% |
| 6M | -2.2% | +29.2% | -31.3% | -4.3% |
| YTD | -29.0% | +50.0% | -79.0% | -33.6% |
| 1Y | -25.9% | +53.4% | -79.3% | -32.6% |
| All | -25.9% | +53.8% | -79.7% | -32.6% |
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 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