+251.9%
QCOM vs RIO
+356.2%
-104.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +13.0% | +0.1% | +12.9% | +12.9% |
| 30D | +0.2% | -10.5% | +10.7% | +5.5% |
| 3M | +9.2% | -15.9% | +25.1% | +18.1% |
| 6M | -15.0% | -22.3% | +7.3% | -4.8% |
| YTD | +5.2% | +9.3% | -4.1% | +0.3% |
| 1Y | +2.4% | +23.0% | -20.7% | -7.6% |
| 3Y | +52.0% | +52.1% | -0.1% | +24.0% |
| 5Y | +19.7% | +88.9% | -69.1% | -13.1% |
| All | +251.9% | +356.2% | -104.3% | +89.0% |
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