+242.8%
QCOM vs ROP
+185.1%
+57.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +5.5% | +0.2% | +5.3% | +5.3% |
| 30D | -1.1% | +30.3% | -31.4% | -15.8% |
| 3M | +7.6% | +17.8% | -10.2% | -3.5% |
| 6M | -20.1% | +38.9% | -59.0% | -36.8% |
| YTD | +3.0% | +7.6% | -4.6% | -4.4% |
| 1Y | +3.2% | +6.5% | -3.2% | -3.6% |
| 3Y | +48.9% | -6.3% | +55.1% | +50.8% |
| 5Y | +21.1% | +0.9% | +20.1% | +15.7% |
| 10Y | +242.8% | +180.7% | +62.0% | +74.2% |
| All | +242.8% | +185.1% | +57.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling