+11.2%
QCOM vs RIG
+44.4%
-33.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.1% |
| 7D | +0.4% | -24.5% | +24.9% | +4.6% |
| 30D | -6.6% | -2.8% | -3.8% | -6.6% |
| 3M | +3.7% | +1.6% | +2.1% | +2.6% |
| 6M | -13.3% | -15.9% | +2.6% | -12.0% |
| YTD | -1.8% | +26.9% | -28.7% | -7.9% |
| 1Y | -2.5% | +34.4% | -36.9% | -9.7% |
| 3Y | +47.0% | -21.2% | +68.2% | +40.2% |
| All | +11.2% | +44.4% | -33.2% | -0.8% |
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