+238.7%
ADP vs ROKU
+915.9%
-677.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.2% | +3.5% | -0.2% | +2.9% |
| 30D | +14.9% | +5.1% | +9.8% | +14.4% |
| 3M | +11.6% | +7.0% | +4.7% | +11.0% |
| 6M | +48.5% | +25.4% | +23.0% | +45.4% |
| YTD | +20.6% | +48.0% | -27.4% | +16.1% |
| 1Y | +23.7% | +53.1% | -29.4% | +18.6% |
| 3Y | +47.8% | +92.7% | -44.9% | +35.4% |
| 5Y | +47.7% | -42.4% | +90.1% | +40.8% |
| All | +238.7% | +915.9% | -677.2% | +170.0% |
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 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