+252.6%
QCOM vs DG
+114.2%
+138.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +3.3% | +8.4% | -5.1% | +1.7% |
| 30D | +7.7% | +4.9% | +2.8% | +6.6% |
| 3M | -30.1% | +29.3% | -59.4% | -33.8% |
| 6M | +22.8% | -11.3% | +34.1% | +25.1% |
| YTD | +0.2% | +1.8% | -1.6% | -1.0% |
| 1Y | +7.9% | +25.3% | -17.5% | +1.3% |
| 3Y | +55.8% | +9.1% | +46.7% | +45.1% |
| 5Y | +30.1% | -34.9% | +64.9% | +41.4% |
| All | +252.6% | +114.2% | +138.3% | +186.7% |
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