+52,520.0%
QCOM vs ROST
+64,987.8%
-12,467.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +2.0% | -1.8% | +3.8% | +2.6% |
| 30D | +1.2% | +6.8% | -5.6% | -0.6% |
| 3M | +9.1% | -4.0% | +13.1% | +10.4% |
| 6M | -25.0% | +12.9% | -37.9% | -27.7% |
| YTD | +4.8% | +34.7% | -29.9% | -4.4% |
| 1Y | +3.6% | +49.5% | -45.9% | -8.3% |
| 3Y | +51.5% | +101.5% | -50.0% | +22.4% |
| 5Y | +19.7% | +120.7% | -101.0% | -7.1% |
| 10Y | +245.8% | +317.8% | -72.0% | +118.1% |
| All | +52,520.0% | +64,987.8% | -12,467.7% | +10,845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling