+9.4%
QCOM vs ROKU
-41.8%
+51.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.4% | +3.5% | -3.1% | -0.4% |
| 30D | -6.6% | +5.1% | -11.7% | -7.6% |
| 3M | +3.7% | +7.0% | -3.3% | +2.1% |
| 6M | -13.3% | +25.4% | -38.7% | -18.1% |
| YTD | -1.8% | +48.0% | -49.7% | -11.3% |
| 1Y | -2.5% | +53.1% | -55.6% | -12.8% |
| 3Y | +47.0% | +92.7% | -45.7% | +17.6% |
| All | +9.4% | -41.8% | +51.3% | -14.5% |
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