+14.1%
QCOM vs ROP
+1.9%
+12.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.8% |
| 7D | +4.3% | +0.7% | +3.6% | +3.9% |
| 30D | -0.1% | +28.8% | -28.9% | -11.4% |
| 3M | +5.2% | +21.1% | -15.8% | -4.4% |
| 6M | -18.4% | +52.5% | -70.9% | -36.3% |
| YTD | +2.4% | +8.9% | -6.5% | -0.1% |
| 1Y | +0.9% | +8.2% | -7.3% | -1.2% |
| 3Y | +48.4% | -5.2% | +53.6% | +58.6% |
| All | +14.1% | +1.9% | +12.2% | +9.1% |
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