+398.9%
ADI vs ROKU
+883.2%
-484.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.4% | -0.1% | +2.6% | +2.5% |
| 30D | -6.6% | +1.5% | -8.0% | -6.8% |
| 3M | -9.8% | +25.7% | -35.5% | -13.2% |
| 6M | +15.7% | +54.5% | -38.8% | +7.5% |
| YTD | +35.1% | +43.2% | -8.1% | +26.6% |
| 1Y | +47.7% | +56.3% | -8.6% | +36.3% |
| 3Y | +114.5% | +86.1% | +28.4% | +85.2% |
| 5Y | +141.2% | -53.6% | +194.8% | +128.4% |
| All | +398.9% | +883.2% | -484.3% | +296.3% |
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