+3.2%
QCOM vs RNG
+171.5%
-168.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +5.5% | -6.0% | +11.5% | +6.0% |
| 30D | -1.1% | -7.4% | +6.2% | -0.6% |
| 3M | +7.6% | +14.6% | -7.0% | +7.4% |
| 6M | -20.1% | +61.5% | -81.6% | -20.0% |
| YTD | +3.0% | +155.7% | -152.6% | -5.0% |
| 1Y | +3.2% | +172.5% | -169.2% | -9.4% |
| All | +3.2% | +171.5% | -168.2% | -9.4% |
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