+242.6%
QCOM vs RL
+337.1%
-94.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.2% |
| 7D | +4.3% | +2.6% | +1.7% | +3.3% |
| 30D | -0.1% | +2.9% | -3.0% | -0.9% |
| 3M | +5.2% | 0.0% | +5.2% | +5.2% |
| 6M | -18.4% | +17.1% | -35.5% | -23.2% |
| YTD | +2.4% | +10.1% | -7.7% | -2.2% |
| 1Y | +0.9% | +17.3% | -16.4% | -6.0% |
| 3Y | +48.4% | +249.3% | -200.9% | -7.0% |
| 5Y | +16.6% | +240.9% | -224.3% | -27.8% |
| All | +242.6% | +337.1% | -94.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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