+281.8%
QCOM vs RMBS
+557.5%
-275.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.9% |
| 7D | +4.4% | +3.5% | +0.9% | +2.8% |
| 30D | +9.4% | -8.6% | +18.0% | +13.4% |
| 3M | -13.7% | -40.3% | +26.6% | +7.0% |
| 6M | +28.9% | -1.0% | +29.9% | +22.8% |
| YTD | +4.7% | -4.6% | +9.4% | -2.1% |
| 1Y | +13.5% | +17.6% | -4.1% | -7.7% |
| 3Y | +77.1% | +58.6% | +18.5% | +10.0% |
| 5Y | +38.9% | +270.9% | -232.0% | -49.1% |
| 10Y | +281.8% | +569.1% | -287.3% | -2.3% |
| All | +281.8% | +557.5% | -275.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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