+52,520.1%
QCOM vs ROL
+6,386.9%
+46,133.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | +0.8% | +1.2% | +1.5% |
| 30D | +1.2% | +20.6% | -19.4% | -7.0% |
| 3M | +9.1% | +4.5% | +4.6% | +6.0% |
| 6M | -25.0% | -26.5% | +1.5% | -15.8% |
| YTD | +4.8% | -34.8% | +39.7% | +23.2% |
| 1Y | +3.6% | -33.2% | +36.8% | +20.2% |
| 3Y | +51.5% | +4.5% | +47.0% | +40.6% |
| 5Y | +19.7% | +15.5% | +4.2% | +3.3% |
| 10Y | +245.8% | +217.2% | +28.6% | +81.1% |
| All | +52,520.1% | +6,386.9% | +46,133.2% | +5,936.3% |
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