+254.0%
QCOM vs RVTY
+149.2%
+104.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | +1.1% | +2.2% | +2.8% |
| 30D | +7.7% | +13.2% | -5.5% | +1.3% |
| 3M | -30.1% | +27.2% | -57.3% | -38.4% |
| 6M | +22.8% | +32.4% | -9.6% | +5.7% |
| YTD | +0.2% | +34.9% | -34.7% | -15.1% |
| 1Y | +7.9% | +52.4% | -44.5% | -14.5% |
| 3Y | +55.8% | +12.3% | +43.5% | +37.8% |
| 5Y | +30.1% | -30.8% | +60.9% | +46.0% |
| All | +254.0% | +149.2% | +104.8% | +101.8% |
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