+70.9%
QCOM vs RDW
+249.5%
-178.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +4.9% | +4.8% | +0.1% | +4.3% |
| 30D | +9.3% | -19.5% | +28.9% | +12.2% |
| 3M | -7.0% | -26.9% | +19.9% | -4.3% |
| 6M | +32.0% | +17.8% | +14.3% | +27.2% |
| YTD | +5.0% | +43.0% | -38.0% | -2.7% |
| 1Y | +13.6% | +32.1% | -18.5% | +4.7% |
| All | +70.9% | +249.5% | -178.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling