+216.5%
QCOM vs RRC
+59.4%
+157.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.5% | +5.9% |
| 7D | +0.4% | -10.8% | +11.2% | +2.0% |
| 30D | -6.6% | +22.3% | -28.9% | -9.6% |
| 3M | +3.7% | +26.6% | -22.9% | -0.2% |
| 6M | -13.3% | +18.9% | -32.3% | -16.1% |
| YTD | -1.8% | +39.2% | -41.0% | -7.6% |
| 1Y | -2.5% | +34.0% | -36.5% | -7.8% |
| 3Y | +47.0% | +42.0% | +5.0% | +36.5% |
| 5Y | +13.1% | +111.9% | -98.8% | -3.2% |
| All | +216.5% | +59.4% | +157.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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