+11.2%
QCOM vs ROK
+19.3%
-8.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.3% |
| 7D | +0.4% | -13.8% | +14.2% | +9.0% |
| 30D | -6.6% | -14.9% | +8.3% | +2.4% |
| 3M | +3.7% | -14.7% | +18.4% | +13.3% |
| 6M | -13.3% | -17.7% | +4.4% | -3.8% |
| YTD | -1.8% | -2.5% | +0.7% | -1.2% |
| 1Y | -2.5% | +2.3% | -4.8% | -4.5% |
| 3Y | +47.0% | +52.7% | -5.8% | +9.5% |
| All | +11.2% | +19.3% | -8.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling