+2.0%
QCOM vs ROK
+4.6%
-2.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.3% |
| 7D | +2.0% | -8.5% | +10.4% | +7.6% |
| 30D | +1.2% | -6.4% | +7.6% | +5.6% |
| 3M | +9.1% | -8.8% | +18.0% | +15.6% |
| 6M | -25.0% | -10.5% | -14.5% | -20.7% |
| YTD | +4.8% | +5.4% | -0.6% | 0.0% |
| All | +2.0% | +4.6% | -2.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling