+230.9%
QCOM vs DG
+128.5%
+102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.3% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | -2.3% | +7.4% | -9.7% | -3.9% |
| 3M | +2.7% | +8.5% | -5.8% | +0.7% |
| 6M | -21.0% | +21.9% | -42.9% | -24.8% |
| YTD | +1.8% | +4.9% | -3.1% | -0.4% |
| 1Y | +2.4% | +40.4% | -38.0% | -6.4% |
| 3Y | +52.1% | +23.5% | +28.6% | +36.3% |
| 5Y | +14.6% | -32.3% | +46.9% | +23.2% |
| 10Y | +230.9% | +119.3% | +111.6% | +155.1% |
| All | +230.9% | +128.5% | +102.4% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling