+256.9%
QCOM vs RNG
+327.7%
-70.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.9% |
| 7D | +3.3% | +5.8% | -2.4% | +2.1% |
| 30D | +7.7% | +19.6% | -11.9% | +3.7% |
| 3M | -30.1% | +67.0% | -97.1% | -38.0% |
| 6M | +22.8% | +88.4% | -65.5% | +4.5% |
| YTD | +0.2% | +155.5% | -155.3% | -21.8% |
| 1Y | +7.9% | +141.7% | -133.8% | -15.0% |
| 3Y | +55.8% | +131.1% | -75.3% | +19.0% |
| 5Y | +30.1% | -70.6% | +100.7% | +38.3% |
| 10Y | +248.9% | +228.2% | +20.7% | +127.8% |
| All | +256.9% | +327.7% | -70.9% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling