+242.8%
QCOM vs RIG
-49.1%
+291.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +5.5% | -12.2% | +17.7% | +7.2% |
| 30D | -1.1% | -6.0% | +4.9% | -0.6% |
| 3M | +7.6% | -9.4% | +17.0% | +8.4% |
| 6M | -20.1% | -19.1% | -1.0% | -18.6% |
| YTD | +3.0% | +25.4% | -22.4% | -1.6% |
| 1Y | +3.2% | +23.3% | -20.1% | -1.3% |
| 3Y | +48.9% | -22.1% | +71.0% | +45.7% |
| 5Y | +21.1% | +50.1% | -29.1% | +4.9% |
| 10Y | +242.8% | -50.7% | +293.4% | +188.7% |
| All | +242.8% | -49.1% | +291.9% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling