+1,060.5%
QLD vs ROKU
+883.2%
+177.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -1.8% | +1.5% | -3.3% | -2.3% |
| 3M | -1.8% | +25.7% | -27.5% | -9.0% |
| 6M | +36.9% | +54.5% | -17.6% | +19.2% |
| YTD | +28.7% | +43.2% | -14.5% | +14.1% |
| 1Y | +41.9% | +56.3% | -14.4% | +22.2% |
| 3Y | +184.2% | +86.1% | +98.1% | +118.2% |
| 5Y | +122.1% | -53.6% | +175.7% | +117.2% |
| All | +1,060.5% | +883.2% | +177.3% | +629.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling