+251.9%
QCOM vs RSP
+211.7%
+40.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.4% |
| 7D | +13.0% | +1.8% | +11.2% | +10.6% |
| 30D | +0.2% | +3.5% | -3.3% | -3.5% |
| 3M | +9.2% | +0.2% | +9.0% | +9.4% |
| 6M | -15.0% | +9.1% | -24.1% | -22.8% |
| YTD | +5.2% | +16.6% | -11.4% | -11.4% |
| 1Y | +2.4% | +17.9% | -15.6% | -14.9% |
| 3Y | +52.0% | +64.6% | -12.6% | -12.1% |
| 5Y | +19.7% | +48.4% | -28.7% | -20.2% |
| All | +251.9% | +211.7% | +40.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 10y: compounded portfolio wealth divided by compounded RSP 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…
10y analysis · Full analysis span regression · 6 months rolling