+17.8%
QCOM vs ROIV
+270.3%
-252.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.6% | +4.6% |
| 7D | +0.4% | +5.3% | -5.0% | -0.3% |
| 30D | -6.6% | +11.9% | -18.5% | -8.0% |
| 3M | +3.7% | +10.7% | -7.0% | +1.9% |
| 6M | -13.3% | +34.9% | -48.2% | -17.4% |
| YTD | -1.8% | +79.2% | -81.0% | -10.4% |
| 1Y | -2.5% | +89.0% | -91.5% | -11.9% |
| 3Y | +47.0% | +337.3% | -290.4% | +18.1% |
| 5Y | +13.1% | +402.3% | -389.2% | -18.1% |
| All | +17.8% | +270.3% | -252.5% | -8.6% |
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