+37.8%
QCOM vs RRX
+17.0%
+20.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.4% |
| 7D | +4.4% | -0.7% | +5.1% | +4.6% |
| 30D | +9.4% | -8.0% | +17.3% | +13.2% |
| 3M | -13.7% | -25.1% | +11.4% | -3.5% |
| 6M | +28.9% | -18.3% | +47.2% | +37.2% |
| YTD | +4.7% | +14.2% | -9.4% | -6.0% |
| 1Y | +13.5% | +13.0% | +0.5% | +1.5% |
| 3Y | +77.1% | +4.2% | +72.9% | +58.8% |
| All | +37.8% | +17.0% | +20.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling