+19.7%
QCOM vs ROP
+1.6%
+18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +2.0% | -2.9% | +4.9% | +3.1% |
| 30D | +1.2% | +30.1% | -28.8% | -10.7% |
| 3M | +9.1% | +19.9% | -10.7% | -0.4% |
| 6M | -25.0% | +46.0% | -71.0% | -39.8% |
| YTD | +4.8% | +8.4% | -3.5% | +2.5% |
| 1Y | +3.6% | +8.8% | -5.2% | +0.8% |
| 3Y | +51.5% | -5.6% | +57.1% | +62.3% |
| 5Y | +19.7% | +3.0% | +16.7% | +13.5% |
| All | +19.7% | +1.6% | +18.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling