+3.6%
QCOM vs DG
+39.7%
-36.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | -3.0% | +4.9% | +2.0% |
| 30D | +1.2% | +8.6% | -7.4% | +1.3% |
| 3M | +9.1% | +15.0% | -5.9% | +9.0% |
| 6M | -25.0% | +32.7% | -57.7% | -25.4% |
| YTD | +4.8% | +5.5% | -0.7% | +6.0% |
| 1Y | +3.6% | +34.6% | -31.0% | +4.4% |
| All | +3.6% | +39.7% | -36.1% | +4.4% |
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