+581.9%
QCOM vs XRT
+549.2%
+32.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -1.4% | +3.4% | +3.0% |
| 30D | +1.2% | +9.8% | -8.5% | -4.7% |
| 3M | +9.1% | +3.3% | +5.9% | +6.6% |
| 6M | -25.0% | +13.6% | -38.6% | -31.2% |
| YTD | +4.8% | +9.1% | -4.2% | -1.3% |
| 1Y | +3.6% | +15.1% | -11.5% | -5.9% |
| 3Y | +51.5% | +59.9% | -8.5% | +11.7% |
| 5Y | +19.7% | -1.7% | +21.5% | +18.0% |
| 10Y | +245.8% | +141.1% | +104.7% | +79.7% |
| All | +581.9% | +549.2% | +32.7% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling