+54.3%
QCOM vs ROL
-4.8%
+59.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -1.4% | +4.8% | +3.5% |
| 30D | +7.7% | -4.1% | +11.8% | +8.3% |
| 3M | -30.1% | -22.5% | -7.6% | -27.6% |
| 6M | +22.8% | -37.7% | +60.5% | +32.8% |
| YTD | +0.2% | -39.6% | +39.8% | +8.6% |
| 1Y | +7.9% | -36.0% | +43.9% | +15.1% |
| All | +54.3% | -4.8% | +59.1% | +47.9% |
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