+14.1%
QCOM vs XRT
-4.8%
+18.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -3.0% |
| 7D | +4.3% | +1.7% | +2.5% | +2.9% |
| 30D | -0.1% | +7.5% | -7.6% | -5.6% |
| 3M | +5.2% | +2.2% | +3.0% | +3.0% |
| 6M | -18.4% | +14.7% | -33.0% | -27.2% |
| YTD | +2.4% | +7.5% | -5.1% | -4.0% |
| 1Y | +0.9% | +14.1% | -13.2% | -9.8% |
| 3Y | +48.4% | +58.8% | -10.4% | +2.0% |
| All | +14.1% | -4.8% | +18.9% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling