+22.8%
QCOM vs ROK
+8.6%
+14.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | +3.3% | +0.7% | +2.6% | +2.8% |
| 30D | +7.7% | -3.3% | +11.0% | +9.9% |
| 3M | -30.1% | -5.9% | -24.2% | -28.4% |
| 6M | +22.8% | +13.9% | +9.0% | +10.2% |
| All | +22.8% | +8.6% | +14.3% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling