+39,687.2%
QCOM vs ROP
+25,523.2%
+14,164.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.2% |
| 7D | +3.3% | -4.4% | +7.8% | +4.7% |
| 30D | +7.7% | +3.2% | +4.5% | +6.6% |
| 3M | -30.1% | +23.1% | -53.1% | -35.0% |
| 6M | +22.8% | +13.3% | +9.5% | +16.4% |
| YTD | +0.2% | -7.9% | +8.0% | +1.0% |
| 1Y | +7.9% | -22.1% | +29.9% | +14.4% |
| 3Y | +55.8% | -16.8% | +72.6% | +62.5% |
| 5Y | +30.1% | -13.5% | +43.6% | +34.6% |
| 10Y | +248.9% | +137.7% | +111.2% | +173.9% |
| All | +39,687.2% | +25,523.2% | +14,164.0% | +21,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling