+20,899.3%
QCOM vs RIG
-45.6%
+20,944.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +13.0% | +4.3% | +8.7% | +12.3% |
| 30D | +0.2% | -5.8% | +6.0% | +0.8% |
| 3M | +9.2% | -6.7% | +15.9% | +9.7% |
| 6M | -15.0% | -18.7% | +3.7% | -13.2% |
| YTD | +5.2% | +28.8% | -23.6% | -0.8% |
| 1Y | +2.4% | +28.8% | -26.5% | -3.6% |
| 3Y | +52.0% | -20.0% | +72.0% | +48.4% |
| 5Y | +19.7% | +56.0% | -36.3% | -0.6% |
| 10Y | +246.9% | -48.7% | +295.6% | +164.2% |
| All | +20,899.3% | -45.6% | +20,944.9% | +13,095.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling