+230.9%
QCOM vs RIO
+392.9%
-162.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.2% |
| 7D | +5.8% | +4.4% | +1.4% | +3.8% |
| 30D | -2.3% | -8.9% | +6.6% | +2.0% |
| 3M | +2.7% | -12.7% | +15.4% | +9.1% |
| 6M | -21.0% | -16.2% | -4.8% | -14.6% |
| YTD | +1.8% | +13.4% | -11.6% | -4.5% |
| 1Y | +2.4% | +30.9% | -28.5% | -10.1% |
| 3Y | +52.1% | +60.2% | -8.0% | +21.5% |
| 5Y | +14.6% | +98.9% | -84.3% | -18.6% |
| 10Y | +230.9% | +381.4% | -150.6% | +77.0% |
| All | +230.9% | +392.9% | -162.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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