+53.4%
ROKU vs QSR
+23.8%
+29.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.3% |
| 7D | +4.8% | +5.2% | -0.4% | +3.6% |
| 30D | +6.1% | +12.2% | -6.1% | +3.4% |
| 3M | +10.5% | +7.0% | +3.4% | +8.8% |
| 6M | +29.2% | -0.3% | +29.5% | +28.9% |
| YTD | +50.0% | +18.0% | +32.0% | +44.8% |
| 1Y | +53.4% | +22.6% | +30.8% | +45.6% |
| All | +53.4% | +23.8% | +29.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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