+242.6%
QCOM vs RCL
+340.1%
-97.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | -0.1% | +17.8% | -17.9% | -3.9% |
| 3M | +5.2% | +4.9% | +0.3% | +3.7% |
| 6M | -18.4% | +23.7% | -42.1% | -22.8% |
| YTD | +2.4% | +17.8% | -15.4% | -3.2% |
| 1Y | +0.9% | +28.9% | -28.0% | -6.8% |
| 3Y | +48.4% | +241.9% | -193.5% | +9.1% |
| 5Y | +16.6% | +295.4% | -278.8% | -20.5% |
| All | +242.6% | +340.1% | -97.5% | +139.0% |
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