+52.1%
QCOM vs RSP
+64.6%
-12.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | -0.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | -2.3% | +3.7% | -6.0% | -7.4% |
| 3M | +2.7% | +0.8% | +1.9% | +1.9% |
| 6M | -21.0% | +9.1% | -30.1% | -30.6% |
| YTD | +1.8% | +16.7% | -14.9% | -19.1% |
| 1Y | +2.4% | +19.7% | -17.3% | -21.7% |
| 3Y | +52.1% | +66.7% | -14.6% | -20.6% |
| All | +52.1% | +64.6% | -12.5% | -20.6% |
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