+11.7%
QCOM vs ROIV
+248.8%
-237.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.2% | -5.3% | -8.9% |
| 7D | -15.5% | -2.4% | -13.1% | -15.1% |
| 30D | -13.4% | +3.1% | -16.5% | -13.7% |
| 3M | 0.0% | +5.8% | -5.8% | -1.1% |
| 6M | -15.2% | +29.3% | -44.5% | -18.7% |
| YTD | -6.9% | +68.8% | -75.7% | -14.4% |
| 1Y | -11.0% | +81.0% | -92.0% | -19.1% |
| 3Y | +39.8% | +294.6% | -254.9% | +13.8% |
| 5Y | +7.2% | +373.1% | -365.9% | -21.7% |
| All | +11.7% | +248.8% | -237.1% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling