+245.8%
QCOM vs RRX
+222.4%
+23.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.0% |
| 7D | +2.0% | +5.4% | -3.4% | -0.4% |
| 30D | +1.2% | +12.0% | -10.8% | -4.3% |
| 3M | +9.1% | +6.1% | +3.0% | +5.5% |
| 6M | -25.0% | -13.2% | -11.8% | -21.2% |
| YTD | +4.8% | +31.0% | -26.1% | -12.8% |
| 1Y | +3.6% | +38.8% | -35.2% | -16.6% |
| 3Y | +51.5% | +70.3% | -18.8% | +4.2% |
| 5Y | +19.7% | +15.5% | +4.2% | -3.3% |
| 10Y | +245.8% | +213.7% | +32.1% | +58.9% |
| All | +245.8% | +222.4% | +23.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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