+8,884.2%
QCOM vs RMBS
+1,339.3%
+7,544.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +7.7% | -12.2% | +19.9% | +10.6% |
| 3M | -30.1% | -49.5% | +19.5% | -19.2% |
| 6M | +22.8% | -7.1% | +30.0% | +22.9% |
| YTD | +0.2% | -7.0% | +7.2% | -1.0% |
| 1Y | +7.9% | +13.3% | -5.5% | +1.1% |
| 3Y | +55.8% | +49.2% | +6.6% | +34.2% |
| 5Y | +30.1% | +250.0% | -219.9% | -5.6% |
| 10Y | +248.9% | +495.1% | -246.2% | +126.7% |
| All | +8,884.2% | +1,339.3% | +7,544.9% | +2,382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling