+39.3%
QCOM vs DAL
+162.4%
-123.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.3% | -5.1% | -7.7% |
| 7D | -15.5% | +4.6% | -20.0% | -16.8% |
| 30D | -13.4% | +2.3% | -15.7% | -14.1% |
| 3M | 0.0% | -8.1% | +8.1% | +3.3% |
| 6M | -15.2% | +21.4% | -36.6% | -21.9% |
| YTD | -6.9% | +24.3% | -31.2% | -15.7% |
| 1Y | -11.0% | +47.4% | -58.3% | -24.7% |
| All | +39.3% | +162.4% | -123.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling