+245.8%
QCOM vs RSG
+452.5%
-206.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +2.0% | +1.6% | +0.4% | +1.2% |
| 30D | +1.2% | +13.5% | -12.2% | -4.7% |
| 3M | +9.1% | +16.3% | -7.2% | +1.3% |
| 6M | -25.0% | +26.9% | -51.9% | -34.3% |
| YTD | +4.8% | +19.1% | -14.2% | -5.8% |
| 1Y | +3.6% | +21.8% | -18.2% | -8.4% |
| 3Y | +51.5% | +63.5% | -12.0% | +9.2% |
| 5Y | +19.7% | +98.6% | -78.9% | -25.1% |
| 10Y | +245.8% | +444.4% | -198.6% | +15.6% |
| All | +245.8% | +452.5% | -206.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling