+208.0%
ADP vs ROKU
+884.7%
-676.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +2.8% | +5.9% | -3.1% | +2.3% |
| 3M | +20.9% | +23.9% | -3.0% | +18.6% |
| 6M | +29.9% | +59.6% | -29.7% | +24.4% |
| YTD | +9.6% | +43.4% | -33.8% | +5.8% |
| 1Y | -5.3% | +60.2% | -65.4% | -9.6% |
| 3Y | +16.5% | +90.4% | -73.9% | +6.3% |
| 5Y | +49.4% | -54.5% | +103.9% | +44.8% |
| All | +208.0% | +884.7% | -676.7% | +146.2% |
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