+240.0%
QCOM vs DECK
+937.4%
-697.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.6% | +3.4% |
| 7D | -5.3% | +10.4% | -15.7% | -8.3% |
| 30D | -4.2% | +11.1% | -15.3% | -7.6% |
| 3M | +7.0% | -10.8% | +17.8% | +10.6% |
| 6M | +3.8% | -8.7% | +12.5% | +5.9% |
| YTD | +2.8% | -14.0% | +16.9% | +5.6% |
| 1Y | +2.3% | +12.0% | -9.7% | -4.2% |
| 3Y | +54.4% | -10.5% | +64.9% | +46.3% |
| 5Y | +23.7% | +28.5% | -4.8% | -1.3% |
| 10Y | +240.0% | +923.3% | -683.3% | +80.3% |
| All | +240.0% | +937.4% | -697.4% | +80.3% |
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