+14.6%
QCOM vs RACE
+67.1%
-52.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +5.8% | +3.9% | +1.9% | +3.9% |
| 30D | -2.3% | +7.4% | -9.7% | -5.6% |
| 3M | +2.7% | +1.6% | +1.1% | +2.0% |
| 6M | -21.0% | +23.3% | -44.3% | -29.6% |
| YTD | +1.8% | +14.7% | -12.8% | -6.7% |
| 1Y | +2.4% | +2.5% | -0.1% | -0.2% |
| 3Y | +52.1% | +28.0% | +24.2% | +20.1% |
| 5Y | +14.6% | +69.8% | -55.2% | -28.0% |
| All | +14.6% | +67.1% | -52.4% | -28.0% |
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