+58.2%
QQQI vs ROKU
+67.7%
-9.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -0.3% | +2.1% | -2.4% | -0.6% |
| 3M | +1.3% | +29.5% | -28.2% | -3.3% |
| 6M | +11.5% | +53.8% | -42.3% | +3.0% |
| YTD | +11.3% | +42.8% | -31.5% | +3.8% |
| 1Y | +16.9% | +60.7% | -43.9% | +6.5% |
| All | +58.2% | +67.7% | -9.5% | +32.0% |
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