-99.9%
SQQQ vs ROKU
+875.4%
-975.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.6% |
| 7D | +4.1% | -2.6% | +6.7% | +2.8% |
| 30D | +4.6% | +2.1% | +2.5% | +5.6% |
| 3M | -10.4% | +31.8% | -42.2% | +2.2% |
| 6M | -42.1% | +53.3% | -95.4% | -27.4% |
| YTD | -40.3% | +42.1% | -82.4% | -26.6% |
| 1Y | -50.2% | +62.3% | -112.5% | -33.9% |
| 3Y | -89.4% | +84.6% | -174.0% | -80.3% |
| 5Y | -94.7% | -53.1% | -41.6% | -90.4% |
| All | -99.9% | +875.4% | -975.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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