+503.3%
QCOM vs DAL
+329.9%
+173.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.7% | -13.9% | +21.6% | +11.3% |
| 3M | -30.1% | +1.1% | -31.1% | -30.4% |
| 6M | +22.8% | +26.2% | -3.4% | +16.1% |
| YTD | +0.2% | +16.4% | -16.2% | -3.8% |
| 1Y | +7.9% | +33.9% | -26.0% | +0.2% |
| 3Y | +55.8% | +93.4% | -37.6% | +31.2% |
| 5Y | +30.1% | +106.4% | -76.3% | +7.0% |
| 10Y | +248.9% | +143.0% | +105.9% | +164.9% |
| All | +503.3% | +329.9% | +173.3% | +248.3% |
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