+242.8%
QCOM vs RVTY
+212.9%
+29.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | +5.5% | -2.7% | +8.2% | +7.0% |
| 30D | -1.1% | +3.2% | -4.4% | -2.4% |
| 3M | +7.6% | +37.2% | -29.6% | -8.0% |
| 6M | -20.1% | +57.7% | -77.8% | -36.7% |
| YTD | +3.0% | +64.8% | -61.8% | -21.0% |
| 1Y | +3.2% | +72.8% | -69.6% | -22.9% |
| 3Y | +48.9% | +89.8% | -40.9% | +1.5% |
| 5Y | +21.1% | -8.4% | +29.5% | +18.4% |
| 10Y | +242.8% | +219.5% | +23.3% | +72.6% |
| All | +242.8% | +212.9% | +29.9% | +72.6% |
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