-20.0%
DRAM vs QCOM
-5.6%
-14.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -9.5% | -8.5% | -11.0% |
| 7D | -28.5% | -15.5% | -13.0% | -19.0% |
| 30D | -37.8% | -13.4% | -24.4% | -30.7% |
| 3M | -31.1% | 0.0% | -31.2% | -32.1% |
| 6M | -20.0% | -15.2% | -4.8% | -1.4% |
| All | -20.0% | -5.6% | -14.4% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling