+69.0%
QCOM vs RNG
+130.4%
-61.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | +3.3% | +5.8% | -2.4% | +2.4% |
| 30D | +7.7% | +19.6% | -11.9% | +4.8% |
| 3M | -30.1% | +67.0% | -97.1% | -35.5% |
| 6M | +22.8% | +88.4% | -65.5% | +9.0% |
| YTD | +0.2% | +155.5% | -155.3% | -18.3% |
| 1Y | +7.9% | +141.7% | -133.8% | -11.3% |
| All | +69.0% | +130.4% | -61.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling