+50,186.6%
QCOM vs RVTY
+1,729.3%
+48,457.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +7.7% | +13.2% | -5.5% | +2.9% |
| 3M | -30.1% | +27.2% | -57.3% | -36.2% |
| 6M | +22.8% | +32.4% | -9.6% | +10.2% |
| YTD | +0.2% | +34.9% | -34.7% | -11.0% |
| 1Y | +7.9% | +52.4% | -44.5% | -8.6% |
| 3Y | +55.8% | +12.3% | +43.5% | +43.2% |
| 5Y | +30.1% | -30.8% | +60.9% | +40.4% |
| 10Y | +248.9% | +150.7% | +98.2% | +141.0% |
| All | +50,186.6% | +1,729.3% | +48,457.3% | +18,841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling