+281.8%
QCOM vs RNG
+215.2%
+66.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +4.4% | -4.1% | +8.4% | +5.1% |
| 30D | +9.4% | +8.6% | +0.7% | +7.2% |
| 3M | -13.7% | +78.0% | -91.6% | -25.0% |
| 6M | +28.9% | +67.0% | -38.1% | +11.8% |
| YTD | +4.7% | +142.4% | -137.7% | -18.3% |
| 1Y | +13.5% | +120.4% | -106.9% | -9.8% |
| 3Y | +77.1% | +122.1% | -45.0% | +34.4% |
| 5Y | +38.9% | -69.8% | +108.8% | +48.2% |
| 10Y | +281.8% | +223.4% | +58.4% | +150.2% |
| All | +281.8% | +215.2% | +66.5% | +150.2% |
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