+216.5%
QCOM vs RL
+356.1%
-139.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.0% |
| 7D | +0.4% | -4.2% | +4.5% | +2.0% |
| 30D | -6.6% | +4.3% | -10.9% | -7.7% |
| 3M | +3.7% | -4.6% | +8.3% | +5.3% |
| 6M | -13.3% | +1.7% | -15.0% | -14.5% |
| YTD | -1.8% | +7.3% | -9.1% | -5.3% |
| 1Y | -2.5% | +20.8% | -23.3% | -10.1% |
| 3Y | +47.0% | +247.0% | -200.0% | -7.3% |
| 5Y | +13.1% | +225.5% | -212.3% | -28.6% |
| All | +216.5% | +356.1% | -139.6% | +80.7% |
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