+42.9%
QCOM vs RGTI
+53.5%
-10.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -2.5% | +5.8% | +3.5% |
| 30D | +7.7% | -9.4% | +17.1% | +8.4% |
| 3M | -30.1% | -37.1% | +7.0% | -27.6% |
| 6M | +22.8% | -14.4% | +37.3% | +23.5% |
| YTD | +0.2% | -31.4% | +31.6% | +1.9% |
| 1Y | +7.9% | +0.5% | +7.3% | +5.4% |
| 3Y | +55.8% | +726.1% | -670.3% | +13.0% |
| 5Y | +30.1% | +56.2% | -26.1% | +10.8% |
| All | +42.9% | +53.5% | -10.7% | +23.6% |
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