+7.2%
QCOM vs DASH
-12.0%
+19.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.4% | -0.1% | -6.9% |
| 7D | -15.5% | +0.5% | -16.0% | -15.6% |
| 30D | -13.4% | -7.1% | -6.3% | -11.9% |
| 3M | 0.0% | -13.2% | +13.2% | +3.4% |
| 6M | -15.2% | +8.3% | -23.5% | -18.5% |
| YTD | -6.9% | -20.6% | +13.6% | -3.0% |
| 1Y | -11.0% | -24.4% | +13.4% | -6.6% |
| 3Y | +39.8% | +94.5% | -54.8% | +8.5% |
| 5Y | +7.2% | -9.4% | +16.6% | -20.6% |
| All | +7.2% | -12.0% | +19.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling