+81.6%
QCOM vs RKT
-4.5%
+86.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -3.8% | +5.7% | +2.6% |
| 30D | +1.2% | +32.8% | -31.6% | -3.3% |
| 3M | +9.1% | +0.8% | +8.3% | +8.5% |
| 6M | -25.0% | -2.6% | -22.4% | -25.5% |
| YTD | +4.8% | -25.4% | +30.3% | +7.3% |
| 1Y | +3.6% | -19.1% | +22.7% | +4.6% |
| 3Y | +51.5% | +83.2% | -31.7% | +29.0% |
| 5Y | +19.7% | +0.8% | +18.9% | +4.3% |
| All | +81.6% | -4.5% | +86.1% | +55.6% |
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