+1,062.4%
QLD vs ROKU
+884.7%
+177.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -0.1% | +5.9% | -6.0% | -1.9% |
| 3M | -8.4% | +23.9% | -32.2% | -14.6% |
| 6M | +32.2% | +59.6% | -27.4% | +14.0% |
| YTD | +28.9% | +43.4% | -14.5% | +14.3% |
| 1Y | +43.8% | +60.2% | -16.3% | +23.0% |
| 3Y | +176.6% | +90.4% | +86.2% | +110.9% |
| 5Y | +121.6% | -54.5% | +176.1% | +117.7% |
| All | +1,062.4% | +884.7% | +177.7% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling