+230.9%
QCOM vs ROK
+277.6%
-46.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.7% |
| 7D | +5.8% | -11.5% | +17.3% | +13.0% |
| 30D | -2.3% | -10.0% | +7.7% | +3.5% |
| 3M | +2.7% | -11.4% | +14.2% | +9.7% |
| 6M | -21.0% | -13.7% | -7.3% | -14.8% |
| YTD | +1.8% | +1.0% | +0.8% | +0.5% |
| 1Y | +2.4% | +5.6% | -3.2% | -1.4% |
| 3Y | +52.1% | +59.1% | -6.9% | +13.0% |
| 5Y | +14.6% | +26.1% | -11.5% | -5.8% |
| 10Y | +230.9% | +266.4% | -35.6% | +68.5% |
| All | +230.9% | +277.6% | -46.7% | +68.5% |
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