+230.9%
QCOM vs RBA
+236.6%
-5.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.8% |
| 7D | +5.8% | +2.5% | +3.3% | +4.9% |
| 30D | -2.3% | +11.6% | -13.9% | -6.4% |
| 3M | +2.7% | +1.5% | +1.2% | +1.7% |
| 6M | -21.0% | -6.6% | -14.4% | -19.7% |
| YTD | +1.8% | -6.3% | +8.1% | +2.5% |
| 1Y | +2.4% | -4.0% | +6.4% | +2.2% |
| 3Y | +52.1% | +47.3% | +4.9% | +27.5% |
| 5Y | +14.6% | +47.7% | -33.0% | -6.8% |
| 10Y | +230.9% | +224.7% | +6.2% | +97.5% |
| All | +230.9% | +236.6% | -5.7% | +97.5% |
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