+9.1%
QCOM vs RDDT
+230.5%
-221.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.5% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | +9.3% | -0.5% | +9.9% | +9.1% |
| 3M | -7.0% | -9.8% | +2.8% | -6.7% |
| 6M | +32.0% | +15.8% | +16.2% | +27.6% |
| YTD | +5.0% | -32.4% | +37.4% | +8.1% |
| 1Y | +13.6% | -40.0% | +53.6% | +17.8% |
| All | +9.1% | +230.5% | -221.4% | -9.0% |
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