+230.9%
QCOM vs ROL
+222.1%
+8.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.9% |
| 7D | +5.8% | +7.5% | -1.7% | +3.0% |
| 30D | -2.3% | +21.1% | -23.4% | -9.1% |
| 3M | +2.7% | +3.1% | -0.4% | +1.0% |
| 6M | -21.0% | -27.4% | +6.4% | -11.8% |
| YTD | +1.8% | -34.7% | +36.5% | +17.8% |
| 1Y | +2.4% | -32.9% | +35.4% | +17.0% |
| 3Y | +52.1% | +6.1% | +46.0% | +39.2% |
| 5Y | +14.6% | +16.3% | -1.7% | -3.0% |
| 10Y | +230.9% | +214.9% | +16.0% | +51.3% |
| All | +230.9% | +222.1% | +8.8% | +51.3% |
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