+242.8%
QCOM vs RCL
+381.8%
-139.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +5.5% | +8.5% | -3.0% | +3.6% |
| 30D | -1.1% | +20.4% | -21.5% | -5.4% |
| 3M | +7.6% | +11.0% | -3.4% | +4.6% |
| 6M | -20.1% | +24.9% | -44.9% | -24.6% |
| YTD | +3.0% | +23.9% | -20.8% | -3.7% |
| 1Y | +3.2% | +30.8% | -27.6% | -5.0% |
| 3Y | +48.9% | +270.4% | -221.5% | +7.5% |
| 5Y | +21.1% | +296.1% | -275.0% | -17.7% |
| 10Y | +242.8% | +375.0% | -132.3% | +135.0% |
| All | +242.8% | +381.8% | -139.0% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling