+48.9%
QCOM vs RY
+160.5%
-111.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.4% |
| 7D | +5.5% | -0.6% | +6.1% | +6.3% |
| 30D | -1.1% | +6.1% | -7.3% | -5.1% |
| 3M | +7.6% | -3.4% | +11.0% | +10.7% |
| 6M | -20.1% | +12.8% | -32.9% | -27.4% |
| YTD | +3.0% | +21.0% | -18.0% | -11.3% |
| 1Y | +3.2% | +40.5% | -37.2% | -21.0% |
| 3Y | +48.9% | +159.9% | -111.0% | -24.9% |
| All | +48.9% | +160.5% | -111.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling