+52.4%
QCOM vs DG
+22.1%
+30.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +13.0% | -2.5% | +15.5% | +13.1% |
| 30D | +0.2% | +7.7% | -7.5% | -0.1% |
| 3M | +9.2% | +13.1% | -3.9% | +8.7% |
| 6M | -15.0% | +32.0% | -47.0% | -16.0% |
| YTD | +5.2% | +3.3% | +1.8% | +5.0% |
| 1Y | +2.4% | +31.7% | -29.3% | +1.0% |
| All | +52.4% | +22.1% | +30.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling