+230.9%
QCOM vs DAR
+288.2%
-57.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.2% |
| 7D | +5.8% | -2.8% | +8.6% | +6.7% |
| 30D | -2.3% | -12.8% | +10.5% | +1.7% |
| 3M | +2.7% | -11.6% | +14.3% | +5.9% |
| 6M | -21.0% | -16.8% | -4.2% | -17.2% |
| YTD | +1.8% | +45.9% | -44.1% | -11.1% |
| 1Y | +2.4% | +61.5% | -59.1% | -13.6% |
| 3Y | +52.1% | +23.0% | +29.2% | +32.4% |
| 5Y | +14.6% | -35.8% | +50.5% | +21.8% |
| 10Y | +230.9% | +280.4% | -49.5% | +71.6% |
| All | +230.9% | +288.2% | -57.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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