+242.6%
QCOM vs DD
+97.1%
+145.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +4.3% | +5.0% | -0.7% | +1.6% |
| 30D | -0.1% | +19.7% | -19.8% | -9.3% |
| 3M | +5.2% | +7.2% | -2.0% | +1.2% |
| 6M | -18.4% | +1.0% | -19.4% | -18.6% |
| YTD | +2.4% | +29.1% | -26.7% | -10.2% |
| 1Y | +0.9% | +28.5% | -27.6% | -11.3% |
| 3Y | +48.4% | +89.4% | -41.1% | +4.5% |
| 5Y | +16.6% | +67.1% | -50.6% | -13.6% |
| All | +242.6% | +97.1% | +145.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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