+7,963.8%
QCOM vs RSG
+2,015.2%
+5,948.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +3.3% | +0.3% | +3.1% | +3.2% |
| 30D | +7.7% | +7.6% | +0.1% | +5.2% |
| 3M | -30.1% | +7.4% | -37.5% | -32.1% |
| 6M | +22.8% | -3.3% | +26.1% | +22.7% |
| YTD | +0.2% | +6.0% | -5.8% | -2.9% |
| 1Y | +7.9% | -3.7% | +11.5% | +7.5% |
| 3Y | +55.8% | +59.1% | -3.3% | +30.9% |
| 5Y | +30.1% | +89.0% | -59.0% | +2.9% |
| 10Y | +248.9% | +412.5% | -163.6% | +104.9% |
| All | +7,963.8% | +2,015.2% | +5,948.5% | +2,880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling