+3.2%
QCOM vs DE
+48.3%
-45.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.5% | +3.3% | +2.3% | +4.6% |
| 30D | -1.1% | +10.7% | -11.9% | -4.0% |
| 3M | +7.6% | +13.1% | -5.5% | +3.6% |
| 6M | -20.1% | +20.2% | -40.3% | -23.9% |
| YTD | +3.0% | +48.9% | -45.8% | -7.5% |
| 1Y | +3.2% | +46.6% | -43.4% | -7.2% |
| All | +3.2% | +48.3% | -45.1% | -7.2% |
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