+50,186.6%
QCOM vs ROK
+13,451.5%
+36,735.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.0% |
| 30D | +7.7% | -3.3% | +11.0% | +9.2% |
| 3M | -30.1% | -5.9% | -24.2% | -28.4% |
| 6M | +22.8% | +13.9% | +9.0% | +15.9% |
| YTD | +0.2% | +12.6% | -12.4% | -5.2% |
| 1Y | +7.9% | +28.6% | -20.7% | -3.6% |
| 3Y | +55.8% | +45.1% | +10.7% | +29.1% |
| 5Y | +30.1% | +45.6% | -15.5% | +6.5% |
| 10Y | +248.9% | +345.0% | -96.1% | +76.3% |
| All | +50,186.6% | +13,451.5% | +36,735.1% | +6,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling