+14.1%
QCOM vs RIG
+62.5%
-48.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -3.3% |
| 7D | +4.3% | +5.7% | -1.5% | +3.4% |
| 30D | -0.1% | -0.7% | +0.6% | -0.4% |
| 3M | +5.2% | -3.1% | +8.4% | +5.1% |
| 6M | -18.4% | -16.3% | -2.0% | -17.0% |
| YTD | +2.4% | +34.1% | -31.7% | -4.8% |
| 1Y | +0.9% | +38.2% | -37.3% | -6.8% |
| 3Y | +48.4% | -15.3% | +63.7% | +40.0% |
| All | +14.1% | +62.5% | -48.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling