+56.0%
ROKU vs Q
+75.4%
-19.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -2.6% | +4.1% | -6.7% | -3.6% |
| 30D | +2.1% | -10.7% | +12.9% | +4.7% |
| 3M | +31.8% | -11.7% | +43.5% | +32.7% |
| 6M | +53.3% | +8.3% | +44.9% | +41.2% |
| YTD | +42.1% | +51.3% | -9.2% | +20.2% |
| All | +56.0% | +75.4% | -19.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling