+419.4%
QQQ vs ROKU
+875.4%
-456.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -1.3% | -2.6% | +1.4% | -0.9% |
| 30D | -1.4% | +2.1% | -3.5% | -1.7% |
| 3M | +2.3% | +31.8% | -29.5% | -2.2% |
| 6M | +16.9% | +53.3% | -36.4% | +9.0% |
| YTD | +15.6% | +42.1% | -26.4% | +8.8% |
| 1Y | +22.6% | +62.3% | -39.7% | +12.8% |
| 3Y | +93.5% | +84.6% | +8.9% | +67.3% |
| 5Y | +93.9% | -53.1% | +147.0% | +84.7% |
| All | +419.4% | +875.4% | -456.0% | +289.5% |
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