+51.9%
QCOM vs ROL
+4.8%
+47.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +1.2% | +20.6% | -19.4% | -0.4% |
| 3M | +9.1% | +4.5% | +4.6% | +9.0% |
| 6M | -25.0% | -26.5% | +1.5% | -21.3% |
| YTD | +4.8% | -34.8% | +39.7% | +11.9% |
| 1Y | +3.6% | -33.2% | +36.8% | +9.9% |
| All | +51.9% | +4.8% | +47.2% | +46.7% |
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 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