+9,139.2%
QCOM vs RMBS
+1,260.2%
+7,879.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -8.4% | +13.9% | +7.4% |
| 30D | -1.1% | -24.9% | +23.7% | +5.0% |
| 3M | +7.6% | -15.8% | +23.4% | +11.2% |
| 6M | -20.1% | -37.5% | +17.4% | -12.0% |
| YTD | +3.0% | -12.1% | +15.1% | +2.8% |
| 1Y | +3.2% | -27.0% | +30.2% | +6.8% |
| 3Y | +48.9% | +28.8% | +20.0% | +32.4% |
| 5Y | +21.1% | +236.2% | -215.2% | -11.6% |
| 10Y | +242.8% | +546.6% | -303.8% | +119.6% |
| All | +9,139.2% | +1,260.2% | +7,879.1% | +2,477.2% |
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