+2.4%
QCOM vs RNG
+177.2%
-174.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | +13.0% | +2.3% | +10.7% | +12.8% |
| 30D | +0.2% | -3.4% | +3.6% | +0.5% |
| 3M | +9.2% | +20.9% | -11.7% | +8.7% |
| 6M | -15.0% | +82.2% | -97.2% | -16.1% |
| YTD | +5.2% | +164.6% | -159.5% | -3.3% |
| 1Y | +2.4% | +177.0% | -174.7% | -9.9% |
| All | +2.4% | +177.2% | -174.9% | -9.9% |
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