+2.3%
QCOM vs RIG
+43.0%
-40.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.6% | +13.0% | +5.5% |
| 7D | -5.3% | -18.8% | +13.4% | -4.7% |
| 30D | -4.2% | -1.1% | -3.1% | -4.6% |
| 3M | +7.0% | +4.4% | +2.6% | +6.1% |
| 6M | +3.8% | -20.8% | +24.6% | +3.7% |
| YTD | +2.8% | +32.0% | -29.1% | -7.0% |
| 1Y | +2.3% | +39.7% | -37.5% | -9.4% |
| All | +2.3% | +43.0% | -40.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling