+242.6%
QCOM vs DAL
+108.0%
+134.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | -0.1% | +12.8% | -12.9% | -4.0% |
| 3M | +5.2% | -5.3% | +10.5% | +7.1% |
| 6M | -18.4% | +22.4% | -40.7% | -24.0% |
| YTD | +2.4% | +25.6% | -23.2% | -6.2% |
| 1Y | +0.9% | +45.5% | -44.6% | -12.0% |
| 3Y | +48.4% | +161.0% | -112.6% | +3.4% |
| 5Y | +16.6% | +112.2% | -95.7% | -15.3% |
| All | +242.6% | +108.0% | +134.6% | +152.0% |
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