+216.5%
QCOM vs RSP
+215.0%
+1.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.0% |
| 7D | +0.4% | -1.0% | +1.4% | +1.9% |
| 30D | -6.6% | +2.6% | -9.2% | -9.1% |
| 3M | +3.7% | -0.8% | +4.5% | +5.2% |
| 6M | -13.3% | +6.3% | -19.6% | -18.7% |
| YTD | -1.8% | +14.1% | -15.9% | -15.1% |
| 1Y | -2.5% | +18.0% | -20.5% | -18.9% |
| 3Y | +47.0% | +61.0% | -14.1% | -12.6% |
| 5Y | +13.1% | +45.6% | -32.5% | -22.7% |
| All | +216.5% | +215.0% | +1.5% | +1.4% |
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