-55.9%
ADBE vs ROKU
+82.2%
-138.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -12.9% | -2.6% | -10.3% | -12.5% |
| 30D | -5.6% | +2.1% | -7.8% | -6.0% |
| 3M | +6.6% | +31.8% | -25.2% | +1.2% |
| 6M | -9.6% | +53.3% | -62.8% | -16.8% |
| YTD | -28.9% | +42.1% | -71.0% | -33.9% |
| 1Y | -28.9% | +62.3% | -91.3% | -35.7% |
| All | -55.9% | +82.2% | -138.1% | -60.7% |
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 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