+17.4%
QCOM vs RBRK
+124.5%
-107.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.3% |
| 7D | +7.8% | -7.5% | +15.3% | +9.1% |
| 30D | +12.2% | -10.4% | +22.6% | +13.6% |
| 3M | -9.9% | +21.3% | -31.1% | -13.8% |
| 6M | +36.9% | +50.6% | -13.7% | +24.8% |
| YTD | +8.0% | +13.3% | -5.3% | +3.0% |
| 1Y | +15.0% | +11.2% | +3.8% | +9.3% |
| All | +17.4% | +124.5% | -107.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling