+281.8%
QCOM vs DD
+64.9%
+216.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.7% |
| 7D | +4.4% | -3.8% | +8.1% | +6.4% |
| 30D | +9.4% | -9.2% | +18.6% | +15.0% |
| 3M | -13.7% | -9.0% | -4.7% | -9.2% |
| 6M | +28.9% | -5.0% | +33.9% | +33.1% |
| YTD | +4.7% | +7.4% | -2.6% | +1.4% |
| 1Y | +13.5% | +35.1% | -21.6% | -2.9% |
| 3Y | +77.1% | +43.2% | +33.9% | +44.2% |
| 5Y | +38.9% | +59.6% | -20.7% | +6.8% |
| 10Y | +281.8% | +66.5% | +215.3% | +168.1% |
| All | +281.8% | +64.9% | +216.8% | +168.1% |
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