+2.4%
QCOM vs RL
+17.3%
-14.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +13.0% | +2.4% | +10.6% | +12.0% |
| 30D | +0.2% | +4.6% | -4.4% | -0.6% |
| 3M | +9.2% | -1.1% | +10.3% | +10.3% |
| 6M | -15.0% | +16.5% | -31.5% | -18.7% |
| YTD | +5.2% | +11.4% | -6.2% | +0.8% |
| 1Y | +2.4% | +16.1% | -13.7% | -2.8% |
| All | +2.4% | +17.3% | -14.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling