+245.8%
QCOM vs QSR
+136.7%
+109.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +2.0% | -2.2% | +4.1% | +2.8% |
| 30D | +1.2% | +7.8% | -6.6% | -1.8% |
| 3M | +9.1% | +5.5% | +3.7% | +6.3% |
| 6M | -25.0% | -0.2% | -24.8% | -25.7% |
| YTD | +4.8% | +15.4% | -10.6% | -2.5% |
| 1Y | +3.6% | +15.3% | -11.7% | -3.8% |
| 3Y | +51.5% | +23.7% | +27.8% | +34.4% |
| 5Y | +19.7% | +60.4% | -40.6% | -4.7% |
| 10Y | +245.8% | +142.2% | +103.6% | +113.2% |
| All | +245.8% | +136.7% | +109.1% | +113.2% |
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