+47.0%
QCOM vs RBA
+42.3%
+4.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +6.0% |
| 7D | +0.4% | +4.3% | -3.9% | -1.0% |
| 30D | -6.6% | +16.3% | -22.9% | -11.4% |
| 3M | +3.7% | +1.3% | +2.4% | +2.9% |
| 6M | -13.3% | -11.1% | -2.3% | -10.5% |
| YTD | -1.8% | -8.5% | +6.7% | -0.4% |
| 1Y | -2.5% | -2.1% | -0.4% | -3.6% |
| 3Y | +47.0% | +44.6% | +2.4% | +39.3% |
| All | +47.0% | +42.3% | +4.7% | +39.3% |
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