+251.9%
QCOM vs RIG
-48.2%
+300.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +13.0% | +4.3% | +8.7% | +12.4% |
| 30D | +0.2% | -5.8% | +6.0% | +0.6% |
| 3M | +9.2% | -6.7% | +15.9% | +9.7% |
| 6M | -15.0% | -18.7% | +3.7% | -13.5% |
| YTD | +5.2% | +28.8% | -23.6% | +0.1% |
| 1Y | +2.4% | +28.8% | -26.5% | -2.7% |
| 3Y | +52.0% | -20.0% | +72.0% | +48.3% |
| 5Y | +19.7% | +56.0% | -36.3% | +3.3% |
| All | +251.9% | -48.2% | +300.1% | +196.7% |
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