+47.0%
QCOM vs RNG
+154.7%
-107.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.0% |
| 7D | +0.4% | -11.3% | +11.7% | +2.3% |
| 30D | -6.6% | -5.7% | -0.9% | -5.7% |
| 3M | +3.7% | +16.8% | -13.1% | +1.4% |
| 6M | -13.3% | +58.5% | -71.8% | -19.5% |
| YTD | -1.8% | +151.3% | -153.1% | -19.3% |
| 1Y | -2.5% | +169.0% | -171.5% | -21.3% |
| 3Y | +47.0% | +156.9% | -109.9% | +16.7% |
| All | +47.0% | +154.7% | -107.7% | +16.7% |
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