+51,614.1%
QCOM vs DE
+20,394.6%
+31,219.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.5% | +3.3% | +2.3% | +4.4% |
| 30D | -1.1% | +10.7% | -11.9% | -4.9% |
| 3M | +7.6% | +13.1% | -5.5% | +2.3% |
| 6M | -20.1% | +20.2% | -40.3% | -25.7% |
| YTD | +3.0% | +48.9% | -45.8% | -12.5% |
| 1Y | +3.2% | +46.6% | -43.4% | -11.9% |
| 3Y | +48.9% | +91.4% | -42.5% | +13.4% |
| 5Y | +21.1% | +108.1% | -87.1% | -12.4% |
| 10Y | +242.8% | +782.7% | -539.9% | +41.9% |
| All | +51,614.1% | +20,394.6% | +31,219.5% | +6,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling