+54.3%
QCOM vs DECK
-3.0%
+57.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.3% |
| 7D | +3.3% | -2.2% | +5.6% | +4.0% |
| 30D | +7.7% | -13.6% | +21.3% | +12.0% |
| 3M | -30.1% | -21.2% | -8.8% | -25.6% |
| 6M | +22.8% | -21.1% | +43.9% | +30.1% |
| YTD | +0.2% | -17.2% | +17.4% | +4.0% |
| 1Y | +7.9% | -30.7% | +38.6% | +16.9% |
| All | +54.3% | -3.0% | +57.3% | +56.6% |
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