+105.2%
TQQQ vs ROKU
-52.4%
+157.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -4.9% | +2.1% | -6.9% | -6.0% |
| 3M | -6.4% | +29.5% | -35.9% | -20.5% |
| 6M | +44.4% | +53.8% | -9.4% | +11.9% |
| YTD | +35.2% | +42.8% | -7.6% | +8.4% |
| 1Y | +49.5% | +60.7% | -11.2% | +11.7% |
| 3Y | +250.7% | +83.9% | +166.8% | +120.0% |
| All | +105.2% | -52.4% | +157.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling