+242.6%
QCOM vs ROL
+221.5%
+21.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.5% |
| 7D | +4.3% | +3.0% | +1.3% | +3.2% |
| 30D | -0.1% | +19.8% | -19.9% | -6.6% |
| 3M | +5.2% | +7.9% | -2.7% | +1.7% |
| 6M | -18.4% | -25.6% | +7.3% | -9.7% |
| YTD | +2.4% | -34.1% | +36.6% | +18.1% |
| 1Y | +0.9% | -31.4% | +32.3% | +14.2% |
| 3Y | +48.4% | +4.7% | +43.7% | +36.6% |
| 5Y | +16.6% | +15.6% | +1.0% | -1.0% |
| All | +242.6% | +221.5% | +21.1% | +57.8% |
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