0.0%
QCOM vs RCL
-1.3%
+1.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.1% | -6.4% | -8.7% |
| 7D | -15.5% | +3.9% | -19.4% | -15.7% |
| 30D | -13.4% | +11.8% | -25.2% | -14.7% |
| 3M | 0.0% | -0.8% | +0.9% | +4.0% |
| All | 0.0% | -1.3% | +1.4% | +4.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling