+53.9%
QCOM vs DECK
-11.0%
+64.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.6% | +3.6% |
| 7D | -5.3% | +10.4% | -15.7% | -8.0% |
| 30D | -4.2% | +11.1% | -15.3% | -7.2% |
| 3M | +7.0% | -10.8% | +17.8% | +10.2% |
| 6M | +3.8% | -8.7% | +12.5% | +5.6% |
| YTD | +2.8% | -14.0% | +16.9% | +5.5% |
| 1Y | +2.3% | +12.0% | -9.7% | -3.8% |
| All | +53.9% | -11.0% | +64.9% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling