+33,565.4%
TQQQ vs ROK
+1,086.3%
+32,479.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -1.9% |
| 7D | -3.9% | -1.6% | -2.3% | -2.0% |
| 30D | -5.3% | -5.4% | +0.2% | +1.5% |
| 3M | +0.1% | -4.0% | +4.1% | +4.7% |
| 6M | +40.7% | +13.3% | +27.3% | +19.8% |
| YTD | +31.8% | +9.3% | +22.4% | +15.8% |
| 1Y | +48.2% | +25.8% | +22.4% | +10.0% |
| 3Y | +253.6% | +49.1% | +204.5% | +103.5% |
| 5Y | +99.6% | +45.9% | +53.7% | +30.4% |
| 10Y | +2,951.5% | +349.9% | +2,601.6% | +418.5% |
| All | +33,565.4% | +1,086.3% | +32,479.1% | +1,610.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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