+48.4%
QCOM vs RSP
+65.5%
-17.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -3.0% |
| 7D | +4.3% | +2.4% | +1.9% | +0.3% |
| 30D | -0.1% | +4.3% | -4.4% | -6.2% |
| 3M | +5.2% | -0.3% | +5.6% | +6.3% |
| 6M | -18.4% | +9.8% | -28.2% | -29.1% |
| YTD | +2.4% | +16.8% | -14.4% | -18.7% |
| 1Y | +0.9% | +19.5% | -18.6% | -22.6% |
| 3Y | +48.4% | +65.1% | -16.8% | -20.5% |
| All | +48.4% | +65.5% | -17.1% | -20.5% |
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