+263.7%
QCOM vs DG
+105.6%
+158.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +3.9% |
| 7D | +5.1% | -2.5% | +7.5% | +5.5% |
| 30D | +4.3% | +1.0% | +3.3% | +4.0% |
| 3M | -19.6% | +20.3% | -39.9% | -22.9% |
| 6M | +29.5% | -11.7% | +41.2% | +31.9% |
| YTD | +3.4% | -2.3% | +5.7% | +2.9% |
| 1Y | +10.9% | +20.0% | -9.1% | +5.0% |
| 3Y | +74.8% | +7.2% | +67.5% | +62.6% |
| 5Y | +36.2% | -37.9% | +74.1% | +49.6% |
| 10Y | +263.7% | +107.3% | +156.4% | +198.0% |
| All | +263.7% | +105.6% | +158.1% | +198.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling