+52,689.9%
QCOM vs DD
+1,567.5%
+51,122.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +13.0% | +6.7% | +6.3% | +10.1% |
| 30D | +0.2% | +19.4% | -19.3% | -6.7% |
| 3M | +9.2% | +7.6% | +1.6% | +6.0% |
| 6M | -15.0% | +2.9% | -17.9% | -15.6% |
| YTD | +5.2% | +29.9% | -24.7% | -4.7% |
| 1Y | +2.4% | +28.6% | -26.3% | -7.0% |
| 3Y | +52.0% | +90.0% | -38.0% | +17.4% |
| 5Y | +19.7% | +68.1% | -48.4% | -3.1% |
| 10Y | +246.9% | +98.7% | +148.2% | +149.5% |
| All | +52,689.9% | +1,567.5% | +51,122.4% | +17,632.1% |
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