+11.2%
QCOM vs ROP
+1.1%
+10.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.7% |
| 7D | +0.4% | +2.1% | -1.8% | -0.6% |
| 30D | -6.6% | +32.9% | -39.5% | -18.4% |
| 3M | +3.7% | +20.0% | -16.3% | -5.4% |
| 6M | -13.3% | +36.4% | -49.7% | -27.7% |
| YTD | -1.8% | +7.8% | -9.6% | -3.8% |
| 1Y | -2.5% | +8.0% | -10.5% | -4.7% |
| 3Y | +47.0% | -3.5% | +50.5% | +54.1% |
| All | +11.2% | +1.1% | +10.1% | +7.1% |
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 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