+7.2%
QCOM vs RACE
+65.1%
-57.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.3% |
| 7D | -15.5% | +5.7% | -21.1% | -17.6% |
| 30D | -13.4% | +9.3% | -22.7% | -17.0% |
| 3M | 0.0% | +3.8% | -3.8% | -1.6% |
| 6M | -15.2% | +29.8% | -45.0% | -26.4% |
| YTD | -6.9% | +15.6% | -22.5% | -15.0% |
| 1Y | -11.0% | +5.1% | -16.0% | -14.4% |
| 3Y | +39.8% | +30.8% | +9.0% | +8.8% |
| 5Y | +7.2% | +67.4% | -60.2% | -32.1% |
| All | +7.2% | +65.1% | -57.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling