+30.9%
QCOM vs DD
+61.3%
-30.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +3.3% | -3.5% | +6.8% | +5.7% |
| 30D | +7.7% | -10.3% | +18.0% | +15.4% |
| 3M | -30.1% | -7.5% | -22.5% | -26.3% |
| 6M | +22.8% | -8.0% | +30.8% | +30.1% |
| YTD | +0.2% | +10.5% | -10.3% | -5.5% |
| 1Y | +7.9% | +38.3% | -30.4% | -12.3% |
| 3Y | +55.8% | +42.5% | +13.3% | +20.6% |
| All | +30.9% | +61.3% | -30.4% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling