+460.4%
QCOM vs DAL
+359.0%
+101.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.3% | -5.1% | -8.5% |
| 7D | -15.5% | +4.6% | -20.0% | -16.2% |
| 30D | -13.4% | +2.3% | -15.7% | -13.8% |
| 3M | 0.0% | -8.1% | +8.1% | +2.0% |
| 6M | -15.2% | +21.4% | -36.6% | -19.0% |
| YTD | -6.9% | +24.3% | -31.2% | -11.9% |
| 1Y | -11.0% | +47.4% | -58.3% | -18.9% |
| 3Y | +39.8% | +164.6% | -124.9% | +10.4% |
| 5Y | +7.2% | +100.2% | -93.0% | -11.3% |
| 10Y | +207.7% | +124.9% | +82.8% | +136.2% |
| All | +460.4% | +359.0% | +101.4% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling