+251.9%
QCOM vs RCL
+338.4%
-86.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +1.3% |
| 7D | +13.0% | -0.2% | +13.2% | +13.1% |
| 30D | +0.2% | +14.4% | -14.2% | -3.0% |
| 3M | +9.2% | +5.2% | +4.1% | +7.6% |
| 6M | -15.0% | +26.1% | -41.1% | -20.0% |
| YTD | +5.2% | +17.4% | -12.2% | -0.5% |
| 1Y | +2.4% | +24.7% | -22.3% | -4.7% |
| 3Y | +52.0% | +250.9% | -199.0% | +11.1% |
| 5Y | +19.7% | +293.8% | -274.1% | -18.2% |
| All | +251.9% | +338.4% | -86.5% | +145.7% |
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