+242.6%
QCOM vs RBA
+207.2%
+35.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -3.0% |
| 7D | +4.3% | +1.7% | +2.5% | +3.6% |
| 30D | -0.1% | +8.3% | -8.4% | -3.3% |
| 3M | +5.2% | +10.5% | -5.3% | +0.9% |
| 6M | -18.4% | -5.9% | -12.5% | -17.3% |
| YTD | +2.4% | -6.9% | +9.3% | +3.3% |
| 1Y | +0.9% | -4.9% | +5.8% | +1.0% |
| 3Y | +48.4% | +64.5% | -16.1% | +19.6% |
| 5Y | +16.6% | +46.1% | -29.5% | -5.0% |
| All | +242.6% | +207.2% | +35.5% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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