+74.8%
QCOM vs ROKU
+86.5%
-11.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.3% | +3.2% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | +4.3% | +1.5% | +2.8% | +3.9% |
| 3M | -19.6% | +25.7% | -45.3% | -24.5% |
| 6M | +29.5% | +54.5% | -25.0% | +15.0% |
| YTD | +3.4% | +43.2% | -39.8% | -6.8% |
| 1Y | +10.9% | +56.3% | -45.4% | -2.4% |
| 3Y | +74.8% | +86.1% | -11.3% | +32.7% |
| All | +74.8% | +86.5% | -11.8% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling