+54.3%
QCOM vs RCL
+179.1%
-124.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.3% | -5.1% | +8.4% | +5.2% |
| 30D | +7.7% | -19.0% | +26.7% | +16.3% |
| 3M | -30.1% | -9.6% | -20.5% | -27.7% |
| 6M | +22.8% | -6.7% | +29.5% | +24.2% |
| YTD | +0.2% | -3.9% | +4.1% | -1.5% |
| 1Y | +7.9% | -25.1% | +32.9% | +17.2% |
| All | +54.3% | +179.1% | -124.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling