+230.9%
QCOM vs ROP
+189.6%
+41.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | +5.8% | -1.6% | +7.4% | +6.6% |
| 30D | -2.3% | +29.5% | -31.8% | -16.5% |
| 3M | +2.7% | +17.5% | -14.8% | -7.8% |
| 6M | -21.0% | +38.1% | -59.1% | -37.3% |
| YTD | +1.8% | +7.0% | -5.2% | -5.2% |
| 1Y | +2.4% | +6.5% | -4.1% | -4.5% |
| 3Y | +52.1% | -5.5% | +57.6% | +53.1% |
| 5Y | +14.6% | -0.4% | +15.0% | +10.5% |
| 10Y | +230.9% | +183.6% | +47.3% | +76.1% |
| All | +230.9% | +189.6% | +41.3% | +76.1% |
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