+47.0%
QCOM vs RSP
+60.0%
-13.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.1% |
| 7D | +0.4% | -1.0% | +1.4% | +2.5% |
| 30D | -6.6% | +2.6% | -9.2% | -9.9% |
| 3M | +3.7% | -0.8% | +4.5% | +5.6% |
| 6M | -13.3% | +6.3% | -19.6% | -20.6% |
| YTD | -1.8% | +14.1% | -15.9% | -19.0% |
| 1Y | -2.5% | +18.0% | -20.5% | -23.6% |
| 3Y | +47.0% | +61.0% | -14.1% | -18.4% |
| All | +47.0% | +60.0% | -13.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling