+216.5%
QCOM vs ROL
+216.1%
+0.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.3% |
| 7D | +0.4% | +9.5% | -9.1% | -2.9% |
| 30D | -6.6% | +22.9% | -29.5% | -13.6% |
| 3M | +3.7% | +3.5% | +0.1% | +1.8% |
| 6M | -13.3% | -29.4% | +16.1% | -2.3% |
| YTD | -1.8% | -36.1% | +34.3% | +14.5% |
| 1Y | -2.5% | -34.4% | +31.8% | +12.2% |
| 3Y | +47.0% | +4.0% | +43.0% | +35.4% |
| 5Y | +13.1% | +13.2% | -0.1% | -3.3% |
| All | +216.5% | +216.1% | +0.4% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling