+19.7%
QCOM vs DASH
-18.7%
+38.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +2.0% | -10.2% | +12.2% | +5.2% |
| 30D | +1.2% | -8.2% | +9.5% | +3.4% |
| 3M | +9.1% | -15.9% | +25.0% | +13.9% |
| 6M | -25.0% | +13.3% | -38.3% | -28.8% |
| YTD | +4.8% | -21.3% | +26.1% | +9.6% |
| 1Y | +3.6% | -11.1% | +14.8% | +4.0% |
| 3Y | +51.5% | +103.8% | -52.3% | +15.2% |
| 5Y | +19.7% | -21.6% | +41.3% | -5.6% |
| All | +19.7% | -18.7% | +38.4% | -5.6% |
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