+28.0%
QCOM vs RDW
-0.7%
+28.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.2% |
| 7D | +7.8% | +0.9% | +7.0% | +7.7% |
| 30D | +12.2% | -21.3% | +33.5% | +15.7% |
| 3M | -9.9% | -37.9% | +28.0% | -5.0% |
| 6M | +36.9% | +12.3% | +24.7% | +31.6% |
| YTD | +8.0% | +39.7% | -31.7% | -1.2% |
| 1Y | +15.0% | +25.7% | -10.7% | +5.0% |
| 3Y | +75.8% | +230.8% | -155.0% | +24.7% |
| 5Y | +42.2% | -8.8% | +50.9% | +7.9% |
| All | +28.0% | -0.7% | +28.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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