+302.3%
QCOM vs DBX
+16.6%
+285.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +4.1% |
| 7D | +5.1% | -1.3% | +6.4% | +5.4% |
| 30D | +4.3% | -2.9% | +7.1% | +4.9% |
| 3M | -19.6% | +23.8% | -43.5% | -25.6% |
| 6M | +29.5% | +26.2% | +3.3% | +17.8% |
| YTD | +3.4% | +21.6% | -18.3% | -4.9% |
| 1Y | +10.9% | +11.4% | -0.5% | +4.5% |
| 3Y | +74.8% | +21.3% | +53.5% | +56.2% |
| 5Y | +36.2% | +6.7% | +29.5% | +22.5% |
| All | +302.3% | +16.6% | +285.7% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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