+282.9%
QCOM vs NRG
+1,083.9%
-801.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.4% |
| 7D | +7.8% | -4.7% | +12.5% | +9.2% |
| 30D | +12.2% | -6.0% | +18.2% | +13.9% |
| 3M | -9.9% | -8.0% | -1.9% | -9.1% |
| 6M | +36.9% | -23.2% | +60.1% | +44.6% |
| YTD | +8.0% | -28.1% | +36.1% | +15.5% |
| 1Y | +15.0% | -27.3% | +42.3% | +22.2% |
| 3Y | +75.8% | +208.7% | -132.8% | +15.3% |
| 5Y | +42.2% | +197.7% | -155.5% | -7.5% |
| All | +282.9% | +1,083.9% | -801.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling