+250.3%
QCOM vs DECK
+718.3%
-467.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.4% |
| 7D | +3.3% | -2.2% | +5.6% | +4.1% |
| 30D | +7.7% | -13.6% | +21.3% | +12.7% |
| 3M | -30.1% | -21.2% | -8.8% | -24.9% |
| 6M | +22.8% | -21.1% | +43.9% | +31.1% |
| YTD | +0.2% | -17.2% | +17.4% | +4.4% |
| 1Y | +7.9% | -30.7% | +38.6% | +18.3% |
| 3Y | +55.8% | -3.4% | +59.2% | +43.5% |
| 5Y | +30.1% | +25.5% | +4.5% | +5.0% |
| All | +250.3% | +718.3% | -467.9% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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