+230.9%
QCOM vs RCL
+396.5%
-165.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.9% |
| 7D | +5.8% | +5.0% | +0.8% | +4.7% |
| 30D | -2.3% | +19.4% | -21.7% | -6.3% |
| 3M | +2.7% | +5.9% | -3.2% | +1.0% |
| 6M | -21.0% | +23.8% | -44.8% | -25.4% |
| YTD | +1.8% | +22.8% | -21.0% | -4.7% |
| 1Y | +2.4% | +34.3% | -31.8% | -6.3% |
| 3Y | +52.1% | +276.4% | -224.3% | +9.6% |
| 5Y | +14.6% | +281.6% | -266.9% | -21.4% |
| 10Y | +230.9% | +379.0% | -148.1% | +128.8% |
| All | +230.9% | +396.5% | -165.7% | +128.8% |
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