+50,186.6%
QCOM vs D
+1,699.0%
+48,487.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +7.7% | -3.6% | +11.3% | +9.0% |
| 3M | -30.1% | -1.0% | -29.1% | -30.0% |
| 6M | +22.8% | +6.3% | +16.6% | +19.9% |
| YTD | +0.2% | +14.7% | -14.5% | -4.8% |
| 1Y | +7.9% | +16.9% | -9.1% | +1.5% |
| 3Y | +55.8% | +56.8% | -1.0% | +28.6% |
| 5Y | +30.1% | +5.2% | +24.9% | +22.6% |
| 10Y | +248.9% | +35.9% | +213.0% | +187.6% |
| All | +50,186.6% | +1,699.0% | +48,487.6% | +11,967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling