+242.8%
QCOM vs D
+44.7%
+198.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +5.5% | +2.4% | +3.2% | +5.0% |
| 30D | -1.1% | +10.9% | -12.0% | -3.7% |
| 3M | +7.6% | +2.8% | +4.7% | +6.7% |
| 6M | -20.1% | +12.7% | -32.8% | -22.7% |
| YTD | +3.0% | +20.3% | -17.3% | -2.0% |
| 1Y | +3.2% | +17.1% | -13.9% | -1.3% |
| 3Y | +48.9% | +75.1% | -26.3% | +24.4% |
| 5Y | +21.1% | +13.1% | +7.9% | +15.2% |
| 10Y | +242.8% | +48.3% | +194.5% | +206.8% |
| All | +242.8% | +44.7% | +198.0% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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