+63.6%
ROK vs SOXQ
+290.2%
-226.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.2% | +5.2% | -5.1% | -2.2% |
| 30D | -1.8% | -0.5% | -1.3% | -1.7% |
| 3M | -7.2% | -5.6% | -1.6% | -6.3% |
| 6M | +14.2% | +53.0% | -38.9% | -9.6% |
| YTD | +10.6% | +68.8% | -58.2% | -16.7% |
| 1Y | +25.9% | +105.7% | -79.8% | -14.4% |
| 3Y | +50.8% | +240.5% | -189.7% | -24.1% |
| 5Y | +47.0% | +266.8% | -219.7% | -31.9% |
| All | +63.6% | +290.2% | -226.6% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling