+50,186.6%
QCOM vs RRX
+4,858.0%
+45,328.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +3.4% | -0.1% | +2.0% |
| 30D | +7.7% | -11.1% | +18.8% | +12.5% |
| 3M | -30.1% | -23.7% | -6.3% | -23.2% |
| 6M | +22.8% | -22.0% | +44.8% | +32.1% |
| YTD | +0.2% | +16.5% | -16.3% | -8.5% |
| 1Y | +7.9% | +11.5% | -3.7% | -0.4% |
| 3Y | +55.8% | +1.5% | +54.3% | +43.1% |
| 5Y | +30.1% | +18.3% | +11.8% | +11.7% |
| 10Y | +248.9% | +209.8% | +39.1% | +106.7% |
| All | +50,186.6% | +4,858.0% | +45,328.6% | +13,476.4% |
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