+47.0%
QCOM vs RCL
+266.4%
-219.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +5.0% |
| 7D | +0.4% | +6.5% | -6.1% | -1.8% |
| 30D | -6.6% | +15.9% | -22.5% | -11.4% |
| 3M | +3.7% | +2.7% | +1.0% | +2.5% |
| 6M | -13.3% | +15.2% | -28.6% | -18.4% |
| YTD | -1.8% | +19.2% | -21.0% | -10.9% |
| 1Y | -2.5% | +31.6% | -34.1% | -15.7% |
| 3Y | +47.0% | +274.2% | -227.2% | -15.8% |
| All | +47.0% | +266.4% | -219.4% | -15.8% |
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 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