+35.6%
QCOM vs BTDR
-44.0%
+79.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -1.9% |
| 7D | +4.3% | -6.9% | +11.2% | +4.7% |
| 30D | -0.1% | -31.5% | +31.5% | +2.6% |
| 3M | +5.2% | -36.1% | +41.3% | +8.0% |
| 6M | -18.4% | -57.6% | +39.3% | -14.2% |
| YTD | +2.4% | -50.0% | +52.5% | +5.3% |
| 1Y | +0.9% | -49.6% | +50.5% | +3.4% |
| 3Y | +48.4% | +48.5% | -0.2% | +39.8% |
| 5Y | +16.6% | -43.8% | +60.4% | +8.9% |
| All | +35.6% | -44.0% | +79.6% | +25.6% |
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