+50,186.6%
QCOM vs DD
+1,318.4%
+48,868.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +3.3% | -3.5% | +6.8% | +4.8% |
| 30D | +7.7% | -10.3% | +18.0% | +12.4% |
| 3M | -30.1% | -7.5% | -22.5% | -27.7% |
| 6M | +22.8% | -8.0% | +30.8% | +27.5% |
| YTD | +0.2% | +10.5% | -10.3% | -3.2% |
| 1Y | +7.9% | +38.3% | -30.4% | -4.9% |
| 3Y | +55.8% | +42.5% | +13.3% | +34.4% |
| 5Y | +30.1% | +60.2% | -30.1% | +7.5% |
| 10Y | +248.9% | +68.9% | +180.0% | +167.6% |
| All | +50,186.6% | +1,318.4% | +48,868.2% | +17,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling