+14.1%
QCOM vs ROK
+30.4%
-16.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +4.3% | +7.1% | -2.8% | +0.3% |
| 30D | -0.1% | -5.0% | +4.9% | +2.9% |
| 3M | +5.2% | -9.4% | +14.6% | +11.2% |
| 6M | -18.4% | -11.0% | -7.4% | -13.3% |
| YTD | +2.4% | +4.4% | -2.0% | -0.9% |
| 1Y | +0.9% | +7.4% | -6.5% | -3.8% |
| 3Y | +48.4% | +61.0% | -12.6% | +7.4% |
| All | +14.1% | +30.4% | -16.3% | +0.3% |
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