+263.7%
QCOM vs RMD
+265.7%
-1.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +4.3% |
| 7D | +5.1% | -4.5% | +9.5% | +6.8% |
| 30D | +4.3% | +4.6% | -0.3% | +2.3% |
| 3M | -19.6% | +14.8% | -34.4% | -24.4% |
| 6M | +29.5% | -12.1% | +41.5% | +34.1% |
| YTD | +3.4% | -7.5% | +10.8% | +4.5% |
| 1Y | +10.9% | -20.1% | +31.0% | +18.7% |
| 3Y | +74.8% | +53.9% | +20.9% | +39.0% |
| 5Y | +36.2% | -22.2% | +58.4% | +40.6% |
| 10Y | +263.7% | +268.2% | -4.5% | +140.8% |
| All | +263.7% | +265.7% | -1.9% | +140.8% |
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