+216.5%
QCOM vs RVTY
+206.3%
+10.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | -6.6% | +1.0% | -7.6% | -6.9% |
| 3M | +3.7% | +35.8% | -32.1% | -10.9% |
| 6M | -13.3% | +56.7% | -70.0% | -31.1% |
| YTD | -1.8% | +60.7% | -62.5% | -23.7% |
| 1Y | -2.5% | +73.7% | -76.2% | -27.4% |
| 3Y | +47.0% | +82.8% | -35.8% | +2.1% |
| 5Y | +13.1% | -7.0% | +20.1% | +9.6% |
| All | +216.5% | +206.3% | +10.2% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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