+219.2%
QCOM vs ROST
+313.9%
-94.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.2% |
| 7D | +0.4% | +1.2% | -0.9% | 0.0% |
| 30D | -6.6% | +2.5% | -9.1% | -7.5% |
| 3M | +3.7% | -9.0% | +12.6% | +7.6% |
| 6M | -13.3% | +1.3% | -14.7% | -14.4% |
| YTD | -1.8% | +29.1% | -30.8% | -12.4% |
| 1Y | -2.5% | +45.4% | -47.9% | -17.3% |
| 3Y | +47.0% | +94.9% | -47.9% | +9.7% |
| 5Y | +13.1% | +104.0% | -90.9% | -19.5% |
| All | +219.2% | +313.9% | -94.8% | +91.5% |
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