+36.5%
QCOM vs BTDR
-35.9%
+72.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.4% |
| 7D | +5.5% | -7.4% | +12.9% | +6.0% |
| 30D | -1.1% | -33.4% | +32.3% | +1.7% |
| 3M | +7.6% | -26.3% | +33.9% | +9.3% |
| 6M | -20.1% | -52.4% | +32.3% | -16.7% |
| YTD | +3.0% | -42.8% | +45.9% | +4.9% |
| 1Y | +3.2% | -63.7% | +66.9% | +7.8% |
| 3Y | +48.9% | +61.5% | -12.6% | +39.0% |
| 5Y | +21.1% | -35.6% | +56.7% | +12.1% |
| All | +36.5% | -35.9% | +72.4% | +25.1% |
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