+263.7%
QCOM vs RIO
+600.2%
-336.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +2.9% |
| 7D | +5.1% | +1.9% | +3.1% | +4.2% |
| 30D | +4.3% | +5.0% | -0.7% | +1.8% |
| 3M | -19.6% | +5.1% | -24.8% | -21.7% |
| 6M | +29.5% | +17.6% | +11.8% | +20.0% |
| YTD | +3.4% | +36.3% | -32.9% | -10.7% |
| 1Y | +10.9% | +71.2% | -60.3% | -13.6% |
| 3Y | +74.8% | +102.7% | -27.9% | +25.9% |
| 5Y | +36.2% | +99.6% | -63.4% | -3.6% |
| 10Y | +263.7% | +603.1% | -339.4% | +71.2% |
| All | +263.7% | +600.2% | -336.5% | +71.2% |
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