+38.9%
QCOM vs RGTI
+58.3%
-19.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.6% |
| 7D | +4.4% | +2.5% | +1.9% | +4.1% |
| 30D | +9.4% | -13.7% | +23.0% | +10.5% |
| 3M | -13.7% | -22.6% | +8.9% | -12.1% |
| 6M | +28.9% | -13.4% | +42.3% | +29.4% |
| YTD | +4.7% | -31.2% | +35.9% | +6.5% |
| 1Y | +13.5% | -7.6% | +21.1% | +11.6% |
| 3Y | +77.1% | +669.7% | -592.6% | +29.2% |
| 5Y | +38.9% | +57.0% | -18.1% | +15.2% |
| All | +38.9% | +58.3% | -19.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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