+13.5%
QCOM vs ROKU
+53.9%
-40.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +4.4% | -3.0% | +7.4% | +5.3% |
| 30D | +9.4% | +0.7% | +8.7% | +9.1% |
| 3M | -13.7% | +26.5% | -40.1% | -20.1% |
| 6M | +28.9% | +52.6% | -23.7% | +11.9% |
| YTD | +4.7% | +40.9% | -36.2% | -6.8% |
| 1Y | +13.5% | +57.6% | -44.1% | -4.4% |
| All | +13.5% | +53.9% | -40.4% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling