+230.9%
QCOM vs RVTY
+217.6%
+13.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +1.9% |
| 7D | +5.8% | +6.0% | -0.2% | +2.9% |
| 30D | -2.3% | +4.3% | -6.6% | -4.0% |
| 3M | +2.7% | +40.2% | -37.5% | -13.1% |
| 6M | -21.0% | +59.3% | -80.3% | -37.8% |
| YTD | +1.8% | +66.5% | -64.7% | -22.3% |
| 1Y | +2.4% | +77.5% | -75.1% | -24.5% |
| 3Y | +52.1% | +92.5% | -40.3% | +3.0% |
| 5Y | +14.6% | -6.8% | +21.5% | +11.1% |
| 10Y | +230.9% | +225.4% | +5.5% | +66.9% |
| All | +230.9% | +217.6% | +13.2% | +66.9% |
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