+28.6%
ROK vs SOXQ
+111.3%
-82.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.1% |
| 7D | +0.7% | +2.3% | -1.7% | -0.2% |
| 30D | -3.3% | -2.3% | -1.1% | -2.6% |
| 3M | -5.9% | -13.8% | +7.9% | -1.3% |
| 6M | +13.9% | +48.6% | -34.8% | -7.4% |
| YTD | +12.6% | +66.0% | -53.4% | -12.6% |
| 1Y | +28.6% | +107.9% | -79.3% | -3.7% |
| All | +28.6% | +111.3% | -82.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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