+0.9%
QCOM vs DAR
+61.9%
-61.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -2.8% |
| 7D | +4.3% | +11.6% | -7.3% | +2.6% |
| 30D | -0.1% | -10.2% | +10.2% | +1.0% |
| 3M | +5.2% | -14.8% | +20.1% | +7.0% |
| 6M | -18.4% | -10.1% | -8.3% | -17.9% |
| YTD | +2.4% | +55.5% | -53.1% | -6.1% |
| 1Y | +0.9% | +61.7% | -60.8% | -8.1% |
| All | +0.9% | +61.9% | -61.0% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling