+3.2%
QCOM vs ROL
-32.9%
+36.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.1% |
| 7D | +5.5% | +2.9% | +2.7% | +5.7% |
| 30D | -1.1% | +20.1% | -21.3% | +0.2% |
| 3M | +7.6% | +3.2% | +4.4% | +8.3% |
| 6M | -20.1% | -28.0% | +8.0% | -18.8% |
| YTD | +3.0% | -35.3% | +38.3% | +6.0% |
| 1Y | +3.2% | -33.6% | +36.9% | +6.1% |
| All | +3.2% | -32.9% | +36.2% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling