-27.2%
QCOM vs RDDT
-34.3%
+7.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.3% | +2.3% |
| 7D | +5.8% | +10.8% | -5.0% | +3.7% |
| 30D | -2.3% | -37.0% | +34.7% | +5.1% |
| 3M | +2.7% | -37.7% | +40.4% | +10.2% |
| All | -27.2% | -34.3% | +7.2% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling