+83.9%
ROKU vs QS
-24.6%
+108.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -0.4% | -3.6% | +3.2% | +0.3% |
| 30D | +2.1% | -17.2% | +19.3% | +5.8% |
| 3M | +29.5% | -27.0% | +56.5% | +36.0% |
| 6M | +53.8% | -24.6% | +78.4% | +59.4% |
| YTD | +42.8% | -49.3% | +92.1% | +59.3% |
| 1Y | +60.7% | -40.3% | +101.1% | +67.0% |
| 3Y | +83.9% | -23.8% | +107.7% | +37.8% |
| All | +83.9% | -24.6% | +108.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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