+12.0%
QCOM vs DE
+43.6%
-31.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.7% |
| 7D | +5.1% | +0.7% | +4.4% | +4.8% |
| 30D | +4.3% | +9.6% | -5.4% | +1.3% |
| 3M | -19.6% | +19.0% | -38.6% | -23.5% |
| 6M | +29.5% | +16.1% | +13.4% | +22.8% |
| YTD | +3.4% | +47.0% | -43.7% | -9.1% |
| All | +12.0% | +43.6% | -31.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling