+7.9%
QCOM vs DG
+23.4%
-15.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +3.3% | +8.4% | -5.1% | +2.9% |
| 30D | +7.7% | +4.9% | +2.8% | +7.4% |
| 3M | -30.1% | +29.3% | -59.4% | -31.3% |
| 6M | +22.8% | -11.3% | +34.1% | +25.6% |
| YTD | +0.2% | +1.8% | -1.6% | +0.7% |
| 1Y | +7.9% | +25.3% | -17.5% | +3.8% |
| All | +7.9% | +23.4% | -15.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling