+47.0%
QCOM vs ROL
+3.8%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.7% |
| 7D | +0.4% | +9.5% | -9.1% | -0.4% |
| 30D | -6.6% | +22.9% | -29.5% | -8.3% |
| 3M | +3.7% | +3.5% | +0.1% | +3.6% |
| 6M | -13.3% | -29.4% | +16.1% | -8.6% |
| YTD | -1.8% | -36.1% | +34.3% | +5.1% |
| 1Y | -2.5% | -34.4% | +31.8% | +3.6% |
| 3Y | +47.0% | +4.0% | +43.0% | +35.5% |
| All | +47.0% | +3.8% | +43.1% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling