+230.9%
QCOM vs RL
+397.7%
-166.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +1.6% |
| 7D | +5.8% | +0.2% | +5.5% | +5.8% |
| 30D | -2.3% | +7.3% | -9.6% | -4.5% |
| 3M | +2.7% | +1.0% | +1.7% | +2.2% |
| 6M | -21.0% | +11.8% | -32.8% | -24.6% |
| YTD | +1.8% | +13.6% | -11.8% | -3.8% |
| 1Y | +2.4% | +24.0% | -21.6% | -6.4% |
| 3Y | +52.1% | +256.6% | -204.4% | -5.1% |
| 5Y | +14.6% | +240.2% | -225.6% | -28.9% |
| 10Y | +230.9% | +373.0% | -142.1% | +84.7% |
| All | +230.9% | +397.7% | -166.8% | +84.7% |
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