+216.5%
QCOM vs DD
+87.9%
+128.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.9% |
| 7D | +0.4% | +4.6% | -4.2% | -2.1% |
| 30D | -6.6% | +11.8% | -18.4% | -12.1% |
| 3M | +3.7% | +2.2% | +1.5% | +2.4% |
| 6M | -13.3% | -1.6% | -11.7% | -12.2% |
| YTD | -1.8% | +23.0% | -24.8% | -11.6% |
| 1Y | -2.5% | +26.9% | -29.5% | -13.7% |
| 3Y | +47.0% | +77.9% | -30.9% | +7.1% |
| 5Y | +13.1% | +59.9% | -46.8% | -14.1% |
| All | +216.5% | +87.9% | +128.6% | +107.6% |
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