+52,520.0%
QCOM vs RRX
+5,474.8%
+47,045.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.2% |
| 7D | +2.0% | +5.4% | -3.4% | +0.1% |
| 30D | +1.2% | +12.0% | -10.8% | -3.2% |
| 3M | +9.1% | +6.1% | +3.0% | +6.3% |
| 6M | -25.0% | -13.2% | -11.8% | -21.8% |
| YTD | +4.8% | +31.0% | -26.1% | -8.7% |
| 1Y | +3.6% | +38.8% | -35.2% | -12.0% |
| 3Y | +51.5% | +70.3% | -18.8% | +15.8% |
| 5Y | +19.7% | +15.5% | +4.2% | +3.5% |
| 10Y | +245.8% | +213.7% | +32.1% | +102.8% |
| All | +52,520.0% | +5,474.8% | +47,045.2% | +13,449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling