+74.8%
QCOM vs RRX
+4.1%
+70.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.0% |
| 7D | +5.1% | +4.3% | +0.8% | +3.5% |
| 30D | +4.3% | -8.0% | +12.3% | +7.4% |
| 3M | -19.6% | -22.0% | +2.4% | -12.7% |
| 6M | +29.5% | -11.9% | +41.4% | +33.4% |
| YTD | +3.4% | +17.1% | -13.7% | -5.9% |
| 1Y | +10.9% | +14.9% | -4.0% | +1.1% |
| 3Y | +74.8% | +6.9% | +67.9% | +61.9% |
| All | +74.8% | +4.1% | +70.7% | +61.9% |
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 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