+30.9%
QCOM vs D
+4.5%
+26.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | +7.7% | -3.6% | +11.3% | +8.2% |
| 3M | -30.1% | -1.0% | -29.1% | -30.0% |
| 6M | +22.8% | +6.3% | +16.6% | +21.7% |
| YTD | +0.2% | +14.7% | -14.5% | -1.6% |
| 1Y | +7.9% | +16.9% | -9.1% | +5.5% |
| 3Y | +55.8% | +56.8% | -1.0% | +42.7% |
| All | +30.9% | +4.5% | +26.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling