+19,508.7%
QCOM vs RIG
-46.4%
+19,555.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | +3.7% | +1.6% | +2.1% | +2.8% |
| 6M | -13.3% | -15.9% | +2.6% | -11.9% |
| YTD | -1.8% | +26.9% | -28.7% | -7.2% |
| 1Y | -2.5% | +34.4% | -36.9% | -8.8% |
| 3Y | +47.0% | -21.2% | +68.2% | +43.9% |
| 5Y | +13.1% | +46.4% | -33.3% | -5.1% |
| 10Y | +224.7% | -45.8% | +270.5% | +144.6% |
| All | +19,508.7% | -46.4% | +19,555.2% | +12,250.5% |
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