+10.9%
QCOM vs ROST
+53.6%
-42.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.4% |
| 3M | -19.6% | +1.2% | -20.8% | -20.7% |
| 6M | +29.5% | +8.9% | +20.5% | +22.7% |
| YTD | +3.4% | +28.1% | -24.7% | -11.9% |
| 1Y | +10.9% | +53.0% | -42.1% | -18.6% |
| All | +10.9% | +53.6% | -42.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling