+216.5%
QCOM vs DAR
+268.8%
-52.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.4% | -9.9% | +10.3% | +3.6% |
| 30D | -6.6% | -16.4% | +9.8% | -1.6% |
| 3M | +3.7% | -17.1% | +20.7% | +9.0% |
| 6M | -13.3% | -20.5% | +7.2% | -7.9% |
| YTD | -1.8% | +39.4% | -41.2% | -13.0% |
| 1Y | -2.5% | +57.2% | -59.7% | -17.1% |
| 3Y | +47.0% | +13.9% | +33.1% | +31.1% |
| 5Y | +13.1% | -40.8% | +53.9% | +23.3% |
| All | +216.5% | +268.8% | -52.3% | +66.3% |
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