-13.3%
QCOM vs RMBS
-40.4%
+27.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.4% | +2.0% |
| 7D | +0.4% | -12.0% | +12.3% | +6.3% |
| 30D | -6.6% | -33.1% | +26.5% | +13.3% |
| 3M | +3.7% | -23.7% | +27.4% | +16.4% |
| 6M | -13.3% | -42.7% | +29.4% | +15.8% |
| All | -13.3% | -40.4% | +27.1% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling