+242.6%
QCOM vs RNG
+234.5%
+8.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.5% |
| 7D | +4.3% | +4.6% | -0.3% | +3.3% |
| 30D | -0.1% | +0.4% | -0.5% | -0.1% |
| 3M | +5.2% | +11.4% | -6.2% | +2.6% |
| 6M | -18.4% | +95.7% | -114.0% | -31.1% |
| YTD | +2.4% | +162.9% | -160.5% | -21.7% |
| 1Y | +0.9% | +180.3% | -179.4% | -24.1% |
| 3Y | +48.4% | +188.3% | -140.0% | +6.2% |
| 5Y | +16.6% | -72.5% | +89.1% | +28.4% |
| All | +242.6% | +234.5% | +8.2% | +114.5% |
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