+71.8%
ADBE vs ROKU
+880.6%
-808.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | -5.4% | -0.4% | -4.9% | -5.3% |
| 30D | -2.5% | +2.1% | -4.6% | -2.9% |
| 3M | +15.3% | +29.5% | -14.2% | +9.4% |
| 6M | -7.8% | +53.8% | -61.6% | -15.5% |
| YTD | -27.9% | +42.8% | -70.7% | -33.2% |
| 1Y | -28.0% | +60.7% | -88.8% | -34.9% |
| 3Y | -55.3% | +83.9% | -139.2% | -62.7% |
| 5Y | -61.7% | -52.8% | -8.9% | -63.3% |
| All | +71.8% | +880.6% | -808.8% | +21.6% |
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