+250.3%
QCOM vs XRT
+128.5%
+121.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +3.3% | +0.8% | +2.5% | +2.8% |
| 30D | +7.7% | -4.2% | +11.9% | +10.6% |
| 3M | -30.1% | +5.1% | -35.1% | -32.6% |
| 6M | +22.8% | +2.4% | +20.4% | +20.5% |
| YTD | +0.2% | +3.2% | -3.0% | -2.2% |
| 1Y | +7.9% | +1.5% | +6.3% | +6.5% |
| 3Y | +55.8% | +40.6% | +15.3% | +24.5% |
| 5Y | +30.1% | -1.0% | +31.1% | +25.9% |
| All | +250.3% | +128.5% | +121.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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