+309.3%
QCOM vs DBX
+15.6%
+293.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +13.0% | -6.3% | +19.3% | +15.0% |
| 30D | +0.2% | -5.9% | +6.0% | +1.8% |
| 3M | +9.2% | -0.4% | +9.6% | +8.6% |
| 6M | -15.0% | +29.8% | -44.8% | -23.3% |
| YTD | +5.2% | +20.5% | -15.4% | -3.4% |
| 1Y | +2.4% | +8.7% | -6.3% | -3.0% |
| 3Y | +52.0% | +25.9% | +26.0% | +33.5% |
| 5Y | +19.7% | +24.2% | -4.4% | +3.7% |
| All | +309.3% | +15.6% | +293.8% | +212.0% |
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