+38.7%
QCOM vs BTDR
+23.3%
+15.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +4.4% | +14.8% | -10.5% | +3.2% |
| 30D | +9.4% | +41.8% | -32.4% | +6.3% |
| 3M | -13.7% | -29.2% | +15.5% | -12.3% |
| 6M | +28.9% | +66.2% | -37.3% | +22.8% |
| YTD | +4.7% | +10.0% | -5.3% | +2.1% |
| 1Y | +13.5% | -11.0% | +24.5% | +10.9% |
| 3Y | +77.1% | +6.9% | +70.2% | +61.1% |
| 5Y | +38.9% | +24.7% | +14.2% | +23.9% |
| All | +38.7% | +23.3% | +15.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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