+11.2%
QCOM vs RBA
+37.7%
-26.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +6.0% |
| 7D | +0.4% | +4.3% | -3.9% | -1.1% |
| 30D | -6.6% | +16.3% | -22.9% | -11.6% |
| 3M | +3.7% | +1.3% | +2.4% | +2.8% |
| 6M | -13.3% | -11.1% | -2.3% | -10.5% |
| YTD | -1.8% | -8.5% | +6.7% | -0.3% |
| 1Y | -2.5% | -2.1% | -0.4% | -3.5% |
| 3Y | +47.0% | +44.6% | +2.4% | +27.1% |
| All | +11.2% | +37.7% | -26.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling