+263.7%
QCOM vs ROST
+303.5%
-39.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +5.1% | +0.2% | +4.8% | +5.0% |
| 30D | +4.3% | -10.0% | +14.3% | +8.6% |
| 3M | -19.6% | +1.2% | -20.8% | -20.5% |
| 6M | +29.5% | +8.9% | +20.5% | +24.1% |
| YTD | +3.4% | +28.1% | -24.7% | -7.6% |
| 1Y | +10.9% | +53.0% | -42.1% | -7.8% |
| 3Y | +74.8% | +97.9% | -23.1% | +29.4% |
| 5Y | +36.2% | +112.0% | -75.8% | -4.6% |
| 10Y | +263.7% | +303.0% | -39.2% | +112.5% |
| All | +263.7% | +303.5% | -39.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling