+46.0%
QCOM vs RGTI
-2.8%
+48.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.2% | -2.0% |
| 7D | +4.3% | -18.1% | +22.4% | +6.0% |
| 30D | -0.1% | -17.6% | +17.6% | +1.5% |
| 3M | +5.2% | -48.3% | +53.6% | +11.0% |
| 6M | -18.4% | -47.8% | +29.4% | -14.4% |
| YTD | +2.4% | -56.6% | +59.0% | +8.2% |
| 1Y | +0.9% | -61.8% | +62.7% | +7.1% |
| 3Y | +48.4% | +807.5% | -759.2% | +7.6% |
| 5Y | +16.6% | -8.8% | +25.4% | +5.3% |
| All | +46.0% | -2.8% | +48.8% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling