+14.1%
QCOM vs RBRK
+130.3%
-116.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | -3.5% | +8.4% | +5.5% |
| 30D | +9.3% | -8.3% | +17.6% | +10.3% |
| 3M | -7.0% | +24.7% | -31.6% | -11.5% |
| 6M | +32.0% | +58.9% | -26.9% | +19.2% |
| YTD | +5.0% | +16.3% | -11.2% | -0.3% |
| 1Y | +13.6% | +10.1% | +3.5% | +8.2% |
| All | +14.1% | +130.3% | -116.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling