+45.0%
ADP vs ROKU
-54.3%
+99.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -5.7% | -3.0% | -2.6% | -5.4% |
| 30D | -3.1% | +0.7% | -3.8% | -3.2% |
| 3M | +15.6% | +26.5% | -10.9% | +13.0% |
| 6M | +20.8% | +52.6% | -31.8% | +15.7% |
| YTD | +4.7% | +40.9% | -36.2% | +0.9% |
| 1Y | -8.3% | +57.6% | -65.9% | -12.7% |
| 3Y | +13.6% | +83.2% | -69.6% | +2.9% |
| 5Y | +45.0% | -54.8% | +99.9% | +31.4% |
| All | +45.0% | -54.3% | +99.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling