+3.6%
QCOM vs RVTY
+70.8%
-67.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.4% |
| 30D | +1.2% | +1.7% | -0.5% | +0.9% |
| 3M | +9.1% | +36.8% | -27.7% | -2.5% |
| 6M | -25.0% | +60.1% | -85.1% | -37.7% |
| YTD | +4.8% | +64.0% | -59.1% | -15.8% |
| 1Y | +3.6% | +68.2% | -64.6% | -17.0% |
| All | +3.6% | +70.8% | -67.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling