+225.4%
QCOM vs QSR
+218.5%
+6.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +2.4% | +0.9% | +2.4% |
| 30D | +7.7% | +7.6% | +0.1% | +4.7% |
| 3M | -30.1% | +12.6% | -42.7% | -33.5% |
| 6M | +22.8% | +14.4% | +8.5% | +15.9% |
| YTD | +0.2% | +19.6% | -19.4% | -7.3% |
| 1Y | +7.9% | +33.9% | -26.0% | -4.7% |
| 3Y | +55.8% | +27.1% | +28.7% | +38.4% |
| 5Y | +30.1% | +48.5% | -18.5% | +8.3% |
| 10Y | +248.9% | +126.2% | +122.7% | +141.4% |
| All | +225.4% | +218.5% | +6.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling