+17,870.6%
QCOM vs DAR
+1,334.0%
+16,536.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.6% |
| 7D | +0.4% | -9.9% | +10.3% | +1.3% |
| 30D | -6.6% | -16.4% | +9.8% | -5.3% |
| 3M | +3.7% | -17.1% | +20.7% | +5.2% |
| 6M | -13.3% | -20.5% | +7.2% | -11.8% |
| YTD | -1.8% | +39.4% | -41.2% | -4.8% |
| 1Y | -2.5% | +57.2% | -59.7% | -6.5% |
| 3Y | +47.0% | +13.9% | +33.1% | +43.3% |
| 5Y | +13.1% | -40.8% | +53.9% | +15.5% |
| 10Y | +224.7% | +276.2% | -51.6% | +189.3% |
| All | +17,870.6% | +1,334.0% | +16,536.6% | +14,617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling