+13.5%
QCOM vs RSG
-1.1%
+14.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +9.4% | +3.7% | +5.7% | +12.3% |
| 3M | -13.7% | +6.2% | -19.8% | -8.7% |
| 6M | +28.9% | -2.8% | +31.7% | +37.0% |
| YTD | +4.7% | +5.9% | -1.2% | +13.3% |
| 1Y | +13.5% | -1.8% | +15.3% | +19.9% |
| All | +13.5% | -1.1% | +14.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling