+54.3%
QCOM vs RIO
+92.9%
-38.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +3.3% | 0.0% | +3.4% | +3.3% |
| 30D | +7.7% | +4.0% | +3.7% | +4.9% |
| 3M | -30.1% | +0.1% | -30.2% | -30.2% |
| 6M | +22.8% | +12.7% | +10.1% | +13.8% |
| YTD | +0.2% | +35.6% | -35.4% | -18.0% |
| 1Y | +7.9% | +73.7% | -65.8% | -25.3% |
| All | +54.3% | +92.9% | -38.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling