+6.3%
QCOM vs RDDT
+109.5%
-103.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | +4.3% | +3.5% | +0.7% | +3.7% |
| 30D | -0.1% | -33.7% | +33.7% | +5.1% |
| 3M | +5.2% | -37.7% | +43.0% | +11.2% |
| 6M | -18.4% | -36.1% | +17.8% | -14.7% |
| YTD | +2.4% | -57.2% | +59.6% | +11.5% |
| 1Y | +0.9% | -48.0% | +48.9% | +6.9% |
| All | +6.3% | +109.5% | -103.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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