+46,613.4%
QCOM vs ROL
+6,402.1%
+40,211.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.0% | -10.5% | -9.9% |
| 7D | -15.5% | +11.7% | -27.2% | -19.5% |
| 30D | -13.4% | +27.7% | -41.1% | -22.4% |
| 3M | 0.0% | +3.7% | -3.6% | -2.4% |
| 6M | -15.2% | -27.8% | +12.6% | -4.1% |
| YTD | -6.9% | -34.7% | +27.8% | +9.3% |
| 1Y | -11.0% | -34.1% | +23.1% | +4.0% |
| 3Y | +39.8% | +5.9% | +33.9% | +29.0% |
| 5Y | +7.2% | +15.6% | -8.5% | -7.6% |
| 10Y | +207.7% | +226.5% | -18.8% | +59.1% |
| All | +46,613.4% | +6,402.1% | +40,211.4% | +5,255.7% |
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 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