+61.6%
DRAM vs QCOM
+42.3%
+19.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +9.2% |
| 7D | -0.6% | +2.0% | -2.5% | -1.0% |
| 30D | -18.0% | +1.2% | -19.3% | -18.2% |
| 3M | -11.9% | +9.1% | -21.0% | -16.9% |
| 6M | -18.6% | -25.0% | +6.4% | -4.7% |
| All | +61.6% | +42.3% | +19.3% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling