+38.2%
QCOM vs RDW
-13.0%
+51.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +4.9% | +4.8% | +0.1% | +4.2% |
| 30D | +9.3% | -19.5% | +28.9% | +12.4% |
| 3M | -7.0% | -26.9% | +19.9% | -4.1% |
| 6M | +32.0% | +17.8% | +14.3% | +26.1% |
| YTD | +5.0% | +43.0% | -38.0% | -4.3% |
| 1Y | +13.6% | +32.1% | -18.5% | +2.9% |
| 3Y | +77.6% | +250.6% | -173.1% | +24.1% |
| 5Y | +38.2% | -6.6% | +44.8% | +3.3% |
| All | +38.2% | -13.0% | +51.2% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling