+22.8%
QCOM vs ROIV
+276.5%
-253.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.5% |
| 7D | +4.3% | +1.7% | +2.6% | +4.0% |
| 30D | -0.1% | +17.6% | -17.7% | -2.3% |
| 3M | +5.2% | +9.0% | -3.7% | +3.6% |
| 6M | -18.4% | +35.3% | -53.6% | -22.2% |
| YTD | +2.4% | +82.2% | -79.8% | -6.8% |
| 1Y | +0.9% | +92.3% | -91.4% | -9.0% |
| 3Y | +48.4% | +336.8% | -288.4% | +19.2% |
| 5Y | +16.6% | +370.6% | -354.0% | -15.7% |
| All | +22.8% | +276.5% | -253.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling