+230.9%
QCOM vs RMBS
+571.2%
-340.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.7% | -0.1% |
| 7D | +5.8% | -3.9% | +9.7% | +7.1% |
| 30D | -2.3% | -24.9% | +22.6% | +10.1% |
| 3M | +2.7% | -20.5% | +23.2% | +11.9% |
| 6M | -21.0% | -37.5% | +16.5% | -5.3% |
| YTD | +1.8% | -12.1% | +13.9% | -2.6% |
| 1Y | +2.4% | -25.0% | +27.4% | +4.6% |
| 3Y | +52.1% | +36.1% | +16.0% | +1.7% |
| 5Y | +14.6% | +236.1% | -221.5% | -57.1% |
| 10Y | +230.9% | +541.3% | -310.4% | -19.3% |
| All | +230.9% | +571.2% | -340.3% | -19.3% |
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