+19.7%
QCOM vs RCL
+289.6%
-269.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.2% |
| 7D | +2.0% | +0.6% | +1.3% | +1.9% |
| 30D | +1.2% | +19.4% | -18.2% | -4.5% |
| 3M | +9.1% | +9.8% | -0.6% | +5.4% |
| 6M | -25.0% | +28.6% | -53.6% | -31.5% |
| YTD | +4.8% | +22.2% | -17.3% | -4.6% |
| 1Y | +3.6% | +29.7% | -26.1% | -8.0% |
| 3Y | +51.5% | +265.3% | -213.8% | -6.5% |
| 5Y | +19.7% | +301.8% | -282.0% | -28.8% |
| All | +19.7% | +289.6% | -269.8% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling