+90.6%
ADSK vs ROKU
+880.6%
-790.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -14.9% | +2.1% | -16.9% | -15.2% |
| 3M | +3.3% | +29.5% | -26.2% | -2.3% |
| 6M | -15.7% | +53.8% | -69.4% | -23.3% |
| YTD | -28.2% | +42.8% | -71.1% | -33.9% |
| 1Y | -34.5% | +60.7% | -95.3% | -41.2% |
| 3Y | -2.9% | +83.9% | -86.8% | -20.4% |
| 5Y | -25.3% | -52.8% | +27.5% | -28.9% |
| All | +90.6% | +880.6% | -790.0% | +28.9% |
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