+242.8%
QCOM vs RNG
+247.5%
-4.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +5.5% | -6.0% | +11.5% | +7.0% |
| 30D | -1.1% | -7.4% | +6.2% | +0.5% |
| 3M | +7.6% | +14.6% | -7.0% | +4.3% |
| 6M | -20.1% | +61.5% | -81.6% | -29.6% |
| YTD | +3.0% | +155.7% | -152.6% | -20.7% |
| 1Y | +3.2% | +172.5% | -169.2% | -21.8% |
| 3Y | +48.9% | +168.0% | -119.1% | +8.4% |
| 5Y | +21.1% | -73.8% | +94.8% | +34.6% |
| 10Y | +242.8% | +240.3% | +2.5% | +114.3% |
| All | +242.8% | +247.5% | -4.7% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling