+30.9%
QCOM vs ROP
-13.6%
+44.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.9% |
| 7D | +3.3% | -4.4% | +7.8% | +5.7% |
| 30D | +7.7% | +3.2% | +4.5% | +5.8% |
| 3M | -30.1% | +23.1% | -53.1% | -38.6% |
| 6M | +22.8% | +13.3% | +9.5% | +12.2% |
| YTD | +0.2% | -7.9% | +8.0% | +6.0% |
| 1Y | +7.9% | -22.1% | +29.9% | +29.6% |
| 3Y | +55.8% | -16.8% | +72.6% | +75.0% |
| All | +30.9% | -13.6% | +44.5% | +33.1% |
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