+24.3%
QCOM vs DASH
-0.6%
+24.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.5% |
| 7D | +5.8% | -4.8% | +10.6% | +7.2% |
| 30D | -2.3% | -7.9% | +5.6% | -0.5% |
| 3M | +2.7% | -16.3% | +19.0% | +6.8% |
| 6M | -21.0% | +10.4% | -31.4% | -24.0% |
| YTD | +1.8% | -20.1% | +21.9% | +5.4% |
| 1Y | +2.4% | -11.4% | +13.9% | +2.9% |
| 3Y | +52.1% | +114.1% | -61.9% | +20.1% |
| 5Y | +14.6% | -5.8% | +20.4% | -6.5% |
| All | +24.3% | -0.6% | +24.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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