+559.3%
ROKU vs QSR
+63.3%
+495.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.4% | -4.0% | +3.6% | +1.6% |
| 30D | +2.1% | +2.8% | -0.7% | +0.6% |
| 3M | +29.5% | +5.1% | +24.4% | +25.8% |
| 6M | +53.8% | +8.8% | +45.0% | +46.0% |
| YTD | +42.8% | +14.8% | +28.0% | +31.4% |
| 1Y | +60.7% | +25.7% | +35.0% | +40.5% |
| 3Y | +83.9% | +27.5% | +56.4% | +55.5% |
| 5Y | -52.8% | +41.3% | -94.1% | -62.5% |
| All | +559.3% | +63.3% | +495.9% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling