+216.5%
QCOM vs ROP
+195.2%
+21.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +7.1% |
| 7D | +0.4% | +2.1% | -1.8% | -0.9% |
| 30D | -6.6% | +32.9% | -39.5% | -21.3% |
| 3M | +3.7% | +20.0% | -16.3% | -7.9% |
| 6M | -13.3% | +36.4% | -49.7% | -30.7% |
| YTD | -1.8% | +7.8% | -9.6% | -8.9% |
| 1Y | -2.5% | +8.0% | -10.5% | -9.8% |
| 3Y | +47.0% | -3.5% | +50.5% | +45.9% |
| 5Y | +13.1% | +1.5% | +11.7% | +7.8% |
| All | +216.5% | +195.2% | +21.2% | +71.1% |
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