+263.7%
QCOM vs ROK
+342.8%
-79.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.2% | +3.8% |
| 7D | +5.1% | +2.8% | +2.3% | +3.5% |
| 30D | +4.3% | -2.4% | +6.7% | +5.6% |
| 3M | -19.6% | -4.7% | -14.9% | -18.1% |
| 6M | +29.5% | +16.8% | +12.7% | +18.5% |
| YTD | +3.4% | +11.4% | -8.0% | -3.3% |
| 1Y | +10.9% | +26.2% | -15.3% | -3.0% |
| 3Y | +74.8% | +51.9% | +22.9% | +33.1% |
| 5Y | +36.2% | +46.4% | -10.2% | +3.2% |
| 10Y | +263.7% | +343.5% | -79.8% | +57.0% |
| All | +263.7% | +342.8% | -79.0% | +57.0% |
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