+50,186.6%
QCOM vs ROL
+5,915.6%
+44,271.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +3.3% | -1.4% | +4.8% | +3.9% |
| 30D | +7.7% | -4.1% | +11.8% | +9.6% |
| 3M | -30.1% | -22.5% | -7.6% | -22.6% |
| 6M | +22.8% | -37.7% | +60.5% | +49.2% |
| YTD | +0.2% | -39.6% | +39.8% | +22.7% |
| 1Y | +7.9% | -36.0% | +43.9% | +27.9% |
| 3Y | +55.8% | -5.1% | +61.0% | +51.7% |
| 5Y | +30.1% | -3.4% | +33.4% | +22.1% |
| 10Y | +248.9% | +215.2% | +33.6% | +84.3% |
| All | +50,186.6% | +5,915.6% | +44,271.1% | +5,912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling