+43.8%
QLD vs ROKU
+57.7%
-13.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.1% |
| 30D | -0.1% | +5.9% | -6.0% | -2.3% |
| 3M | -8.4% | +23.9% | -32.2% | -15.8% |
| 6M | +32.2% | +59.6% | -27.4% | +8.3% |
| YTD | +28.9% | +43.4% | -14.5% | +9.6% |
| 1Y | +43.8% | +60.2% | -16.3% | +17.6% |
| All | +43.8% | +57.7% | -13.9% | +17.6% |
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