+282.9%
QCOM vs QSR
+135.2%
+147.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +7.8% | -4.0% | +11.8% | +9.5% |
| 30D | +12.2% | +2.8% | +9.4% | +10.8% |
| 3M | -9.9% | +5.1% | -14.9% | -12.1% |
| 6M | +36.9% | +8.8% | +28.1% | +31.3% |
| YTD | +8.0% | +14.8% | -6.8% | +1.1% |
| 1Y | +15.0% | +25.7% | -10.7% | +3.4% |
| 3Y | +75.8% | +27.5% | +48.3% | +54.6% |
| 5Y | +42.2% | +41.3% | +0.9% | +19.1% |
| All | +282.9% | +135.2% | +147.7% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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