+36.2%
QCOM vs RSG
+91.5%
-55.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +4.3% | +3.3% | +1.0% | +3.6% |
| 3M | -19.6% | +8.5% | -28.1% | -21.5% |
| 6M | +29.5% | -3.5% | +33.0% | +31.4% |
| YTD | +3.4% | +5.5% | -2.1% | +1.1% |
| 1Y | +10.9% | -1.7% | +12.6% | +11.4% |
| 3Y | +74.8% | +56.9% | +17.9% | +38.1% |
| 5Y | +36.2% | +89.4% | -53.2% | -5.0% |
| All | +36.2% | +91.5% | -55.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling