+25.8%
QCOM vs ROIV
+298.6%
-272.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.5% |
| 7D | +2.0% | +9.5% | -7.5% | +0.7% |
| 30D | +1.2% | +21.0% | -19.8% | -1.4% |
| 3M | +9.1% | +18.7% | -9.6% | +6.1% |
| 6M | -25.0% | +44.5% | -69.5% | -29.2% |
| YTD | +4.8% | +92.9% | -88.0% | -5.4% |
| 1Y | +3.6% | +100.2% | -96.6% | -7.1% |
| 3Y | +51.5% | +375.0% | -323.6% | +20.3% |
| 5Y | +19.7% | +435.2% | -415.4% | -14.3% |
| All | +25.8% | +298.6% | -272.8% | -3.5% |
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