+24.0%
QCOM vs RDW
0.0%
+24.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +2.0% |
| 7D | +4.4% | +3.6% | +0.8% | +3.8% |
| 30D | +9.4% | -18.4% | +27.8% | +12.3% |
| 3M | -13.7% | -32.1% | +18.4% | -10.1% |
| 6M | +28.9% | +10.9% | +18.0% | +24.0% |
| YTD | +4.7% | +40.8% | -36.0% | -4.3% |
| 1Y | +13.5% | +31.1% | -17.6% | +3.0% |
| 3Y | +77.1% | +245.2% | -168.1% | +24.9% |
| 5Y | +38.9% | -16.7% | +55.6% | +5.9% |
| All | +24.0% | 0.0% | +24.0% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling