+216.5%
QCOM vs XRT
+149.4%
+67.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.6% |
| 7D | +0.4% | +0.9% | -0.5% | -0.2% |
| 30D | -6.6% | +7.9% | -14.6% | -11.2% |
| 3M | +3.7% | -0.2% | +3.9% | +3.5% |
| 6M | -13.3% | +5.6% | -18.9% | -17.0% |
| YTD | -1.8% | +5.7% | -7.5% | -5.8% |
| 1Y | -2.5% | +14.6% | -17.1% | -11.4% |
| 3Y | +47.0% | +50.7% | -3.7% | +12.1% |
| 5Y | +13.1% | -4.8% | +17.9% | +11.6% |
| All | +216.5% | +149.4% | +67.1% | +61.4% |
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