+251.9%
QCOM vs ROK
+265.6%
-13.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +13.0% | +6.1% | +6.9% | +9.3% |
| 30D | +0.2% | -6.5% | +6.7% | +3.9% |
| 3M | +9.2% | -10.2% | +19.4% | +15.7% |
| 6M | -15.0% | -10.6% | -4.4% | -10.0% |
| YTD | +5.2% | +4.9% | +0.3% | +1.6% |
| 1Y | +2.4% | +3.8% | -1.5% | -0.5% |
| 3Y | +52.0% | +63.5% | -11.5% | +11.1% |
| 5Y | +19.7% | +30.9% | -11.2% | -3.6% |
| All | +251.9% | +265.6% | -13.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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