+49,194.2%
QCOM vs DD
+1,479.3%
+47,714.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.1% |
| 7D | +0.4% | +4.6% | -4.2% | -1.5% |
| 30D | -6.6% | +11.8% | -18.4% | -10.7% |
| 3M | +3.7% | +2.2% | +1.5% | +2.8% |
| 6M | -13.3% | -1.6% | -11.7% | -12.4% |
| YTD | -1.8% | +23.0% | -24.8% | -9.1% |
| 1Y | -2.5% | +26.9% | -29.5% | -10.9% |
| 3Y | +47.0% | +77.9% | -30.9% | +16.5% |
| 5Y | +13.1% | +59.9% | -46.8% | -6.6% |
| 10Y | +224.7% | +90.1% | +134.6% | +137.8% |
| All | +49,194.2% | +1,479.3% | +47,714.9% | +16,822.1% |
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 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