+7.9%
QCOM vs RNG
+144.7%
-136.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.3% |
| 7D | +3.3% | +5.8% | -2.4% | +3.0% |
| 30D | +7.7% | +19.6% | -11.9% | +6.6% |
| 3M | -30.1% | +67.0% | -97.1% | -31.4% |
| 6M | +22.8% | +88.4% | -65.5% | +17.2% |
| YTD | +0.2% | +155.5% | -155.3% | -10.6% |
| 1Y | +7.9% | +141.7% | -133.8% | -4.3% |
| All | +7.9% | +144.7% | -136.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling