+52.4%
QCOM vs RSG
+66.5%
-14.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.6% |
| 7D | +13.0% | +1.4% | +11.6% | +13.4% |
| 30D | +0.2% | +15.0% | -14.9% | +2.9% |
| 3M | +9.2% | +18.5% | -9.2% | +12.7% |
| 6M | -15.0% | +25.8% | -40.8% | -12.2% |
| YTD | +5.2% | +20.8% | -15.6% | +9.0% |
| 1Y | +2.4% | +24.8% | -22.5% | +5.2% |
| All | +52.4% | +66.5% | -14.1% | +63.4% |
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