+47.0%
QCOM vs DASH
+94.3%
-47.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -6.6% | -6.0% | -0.6% | -5.3% |
| 3M | +3.7% | -15.8% | +19.4% | +7.6% |
| 6M | -13.3% | +7.0% | -20.3% | -16.1% |
| YTD | -1.8% | -20.7% | +18.9% | +3.7% |
| 1Y | -2.5% | -8.5% | +6.0% | -2.3% |
| 3Y | +47.0% | +101.8% | -54.8% | +7.6% |
| All | +47.0% | +94.3% | -47.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling