+281.8%
QCOM vs DE
+852.3%
-570.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +4.4% | -3.0% | +7.4% | +5.8% |
| 30D | +9.4% | +11.1% | -1.8% | +3.9% |
| 3M | -13.7% | +17.6% | -31.3% | -20.0% |
| 6M | +28.9% | +13.6% | +15.3% | +20.7% |
| YTD | +4.7% | +46.3% | -41.5% | -13.5% |
| 1Y | +13.5% | +44.2% | -30.7% | -5.9% |
| 3Y | +77.1% | +76.6% | +0.5% | +30.8% |
| 5Y | +38.9% | +98.2% | -59.3% | -6.2% |
| 10Y | +281.8% | +863.5% | -581.7% | +34.5% |
| All | +281.8% | +852.3% | -570.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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