+245.8%
QCOM vs ROP
+183.0%
+62.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +2.0% | -2.9% | +4.9% | +3.5% |
| 30D | +1.2% | +30.1% | -28.8% | -13.7% |
| 3M | +9.1% | +19.9% | -10.7% | -3.1% |
| 6M | -25.0% | +46.0% | -71.0% | -42.4% |
| YTD | +4.8% | +8.4% | -3.5% | -3.1% |
| 1Y | +3.6% | +8.8% | -5.2% | -4.6% |
| 3Y | +51.5% | -5.6% | +57.1% | +52.9% |
| 5Y | +19.7% | +3.0% | +16.7% | +13.0% |
| 10Y | +245.8% | +184.0% | +61.8% | +73.4% |
| All | +245.8% | +183.0% | +62.8% | +73.4% |
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