+51.9%
QCOM vs RRX
+70.4%
-18.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.1% |
| 7D | +2.0% | +5.4% | -3.4% | -0.1% |
| 30D | +1.2% | +12.0% | -10.8% | -3.5% |
| 3M | +9.1% | +6.1% | +3.0% | +6.0% |
| 6M | -25.0% | -13.2% | -11.8% | -21.7% |
| YTD | +4.8% | +31.0% | -26.1% | -11.0% |
| 1Y | +3.6% | +38.8% | -35.2% | -14.7% |
| All | +51.9% | +70.4% | -18.4% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling