+75.2%
ADBE vs ROKU
+883.2%
-808.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -10.1% | -0.1% | -10.0% | -10.0% |
| 30D | -3.0% | +1.5% | -4.5% | -3.3% |
| 3M | +5.0% | +25.7% | -20.7% | +0.2% |
| 6M | -9.3% | +54.5% | -63.8% | -16.9% |
| YTD | -26.5% | +43.2% | -69.7% | -31.9% |
| 1Y | -28.3% | +56.3% | -84.6% | -34.8% |
| 3Y | -54.1% | +86.1% | -140.2% | -61.7% |
| 5Y | -61.2% | -53.6% | -7.6% | -62.8% |
| All | +75.2% | +883.2% | -808.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling