+504.1%
RKLB vs QCOM
+35.8%
+468.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.2% | +8.6% |
| 7D | +13.0% | +5.8% | +7.2% | +9.7% |
| 30D | -13.7% | -2.3% | -11.4% | -11.9% |
| 3M | -28.9% | +2.7% | -31.6% | -29.9% |
| 6M | -44.2% | -21.0% | -23.2% | -37.3% |
| YTD | -15.6% | +1.8% | -17.4% | -20.0% |
| 1Y | +14.0% | +2.4% | +11.6% | +8.1% |
| 3Y | +1,275.2% | +52.1% | +1,223.1% | +880.0% |
| 5Y | +296.6% | +14.6% | +282.0% | +223.6% |
| All | +504.1% | +35.8% | +468.2% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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