+289.0%
QCOM vs RACE
+647.6%
-358.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | +3.3% | -2.5% | +5.8% | +4.6% |
| 30D | +7.7% | +0.8% | +6.9% | +7.2% |
| 3M | -30.1% | +17.2% | -47.2% | -35.5% |
| 6M | +22.8% | +13.6% | +9.3% | +13.8% |
| YTD | +0.2% | +12.2% | -12.0% | -7.1% |
| 1Y | +7.9% | -16.3% | +24.1% | +14.2% |
| 3Y | +55.8% | +36.4% | +19.4% | +25.0% |
| 5Y | +30.1% | +95.0% | -64.9% | -13.8% |
| 10Y | +248.9% | +813.2% | -564.4% | +20.9% |
| All | +289.0% | +647.6% | -358.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling