+1,501.1%
TQQQ vs ROKU
+880.6%
+620.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -6.4% | +29.5% | -35.9% | -17.6% |
| 6M | +44.4% | +53.8% | -9.4% | +18.5% |
| YTD | +35.2% | +42.8% | -7.6% | +14.0% |
| 1Y | +49.5% | +60.7% | -11.2% | +19.5% |
| 3Y | +250.7% | +83.9% | +166.8% | +149.1% |
| 5Y | +104.7% | -52.8% | +157.5% | +118.7% |
| All | +1,501.1% | +880.6% | +620.6% | +850.8% |
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