+15.0%
QCOM vs RBRK
+5.6%
+9.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | +7.8% | -7.5% | +15.3% | +8.8% |
| 30D | +12.2% | -10.4% | +22.6% | +13.3% |
| 3M | -9.9% | +21.3% | -31.1% | -13.2% |
| 6M | +36.9% | +50.6% | -13.7% | +26.3% |
| YTD | +8.0% | +13.3% | -5.3% | +2.9% |
| 1Y | +15.0% | +11.2% | +3.8% | +12.9% |
| All | +15.0% | +5.6% | +9.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling