+30.9%
QCOM vs DE
+92.1%
-61.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.3% | +10.0% | -6.7% | -0.5% |
| 30D | +7.7% | +13.3% | -5.6% | +2.3% |
| 3M | -30.1% | +17.5% | -47.6% | -34.5% |
| 6M | +22.8% | +13.6% | +9.3% | +16.1% |
| YTD | +0.2% | +49.8% | -49.6% | -16.0% |
| 1Y | +7.9% | +47.9% | -40.0% | -9.3% |
| 3Y | +55.8% | +72.5% | -16.7% | +20.8% |
| All | +30.9% | +92.1% | -61.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling