+216.5%
QCOM vs D
+42.6%
+173.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.9% |
| 7D | +0.4% | +3.0% | -2.6% | -0.3% |
| 30D | -6.6% | +11.5% | -18.1% | -9.1% |
| 3M | +3.7% | +3.7% | 0.0% | +2.6% |
| 6M | -13.3% | +13.5% | -26.9% | -16.3% |
| YTD | -1.8% | +20.7% | -22.5% | -6.7% |
| 1Y | -2.5% | +18.2% | -20.7% | -7.0% |
| 3Y | +47.0% | +73.3% | -26.3% | +23.2% |
| 5Y | +13.1% | +12.3% | +0.9% | +7.9% |
| All | +216.5% | +42.6% | +173.9% | +182.7% |
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