+76.3%
QCOM vs RKT
+0.4%
+75.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +5.8% | +10.3% | -4.5% | +4.3% |
| 30D | -2.3% | +32.3% | -34.6% | -6.6% |
| 3M | +2.7% | +10.7% | -8.0% | +0.7% |
| 6M | -21.0% | -3.2% | -17.8% | -21.6% |
| YTD | +1.8% | -21.5% | +23.4% | +3.4% |
| 1Y | +2.4% | -6.0% | +8.4% | +1.1% |
| 3Y | +52.1% | +104.2% | -52.1% | +27.4% |
| 5Y | +14.6% | +2.5% | +12.2% | -0.7% |
| All | +76.3% | +0.4% | +75.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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