+74.8%
QCOM vs RSG
+55.3%
+19.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.1% |
| 7D | +5.1% | -0.7% | +5.8% | +5.0% |
| 30D | +4.3% | +3.3% | +1.0% | +4.6% |
| 3M | -19.6% | +8.5% | -28.1% | -19.2% |
| 6M | +29.5% | -3.5% | +33.0% | +33.2% |
| YTD | +3.4% | +5.5% | -2.1% | +4.1% |
| 1Y | +10.9% | -1.7% | +12.6% | +13.7% |
| 3Y | +74.8% | +56.9% | +17.9% | +70.5% |
| All | +74.8% | +55.3% | +19.5% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling