+216.5%
QCOM vs RMD
+350.6%
-134.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.1% |
| 7D | +0.4% | +2.3% | -2.0% | -0.5% |
| 30D | -6.6% | +4.1% | -10.7% | -7.9% |
| 3M | +3.7% | +5.7% | -2.0% | +1.3% |
| 6M | -13.3% | +12.9% | -26.2% | -18.4% |
| YTD | -1.8% | -1.5% | -0.3% | -2.9% |
| 1Y | -2.5% | -4.8% | +2.2% | -2.4% |
| 3Y | +47.0% | +57.5% | -10.5% | +16.5% |
| 5Y | +13.1% | -5.5% | +18.6% | +8.6% |
| All | +216.5% | +350.6% | -134.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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