+39.3%
QCOM vs RBA
+44.2%
-4.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -9.4% |
| 7D | -15.5% | +7.3% | -22.8% | -17.4% |
| 30D | -13.4% | +16.9% | -30.4% | -18.0% |
| 3M | 0.0% | -0.5% | +0.5% | -0.1% |
| 6M | -15.2% | -10.4% | -4.8% | -12.6% |
| YTD | -6.9% | -7.2% | +0.3% | -6.0% |
| 1Y | -11.0% | -2.2% | -8.7% | -11.8% |
| All | +39.3% | +44.2% | -4.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling