+281.8%
QCOM vs RSG
+418.8%
-137.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.4% | 0.0% | +4.4% | +4.3% |
| 30D | +9.4% | +3.7% | +5.7% | +7.5% |
| 3M | -13.7% | +6.2% | -19.8% | -16.8% |
| 6M | +28.9% | -2.8% | +31.7% | +29.0% |
| YTD | +4.7% | +5.9% | -1.2% | -0.2% |
| 1Y | +13.5% | -1.8% | +15.3% | +12.2% |
| 3Y | +77.1% | +57.5% | +19.6% | +28.8% |
| 5Y | +38.9% | +91.1% | -52.2% | -12.5% |
| 10Y | +281.8% | +428.1% | -146.3% | +42.2% |
| All | +281.8% | +418.8% | -137.0% | +42.2% |
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