+250.3%
QCOM vs DAR
+352.7%
-102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +3.3% | +1.4% | +2.0% | +2.9% |
| 30D | +7.7% | +12.8% | -5.1% | +3.4% |
| 3M | -30.1% | +7.4% | -37.4% | -32.0% |
| 6M | +22.8% | +22.3% | +0.6% | +14.3% |
| YTD | +0.2% | +81.1% | -80.9% | -17.8% |
| 1Y | +7.9% | +106.5% | -98.6% | -15.9% |
| 3Y | +55.8% | +5.3% | +50.5% | +45.0% |
| 5Y | +30.1% | -11.5% | +41.6% | +24.3% |
| All | +250.3% | +352.7% | -102.4% | +73.4% |
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