+245.8%
QCOM vs DAL
+124.5%
+121.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | +2.0% | +2.3% | -0.4% | +1.3% |
| 30D | +1.2% | +14.3% | -13.1% | -3.1% |
| 3M | +9.1% | +1.3% | +7.8% | +8.6% |
| 6M | -25.0% | +29.3% | -54.3% | -31.4% |
| YTD | +4.8% | +33.0% | -28.2% | -5.7% |
| 1Y | +3.6% | +59.8% | -56.2% | -12.4% |
| 3Y | +51.5% | +177.2% | -125.7% | +3.6% |
| 5Y | +19.7% | +118.4% | -98.6% | -14.0% |
| 10Y | +245.8% | +121.4% | +124.4% | +148.6% |
| All | +245.8% | +124.5% | +121.4% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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