+30.9%
QCOM vs DG
-35.0%
+65.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +3.3% | +8.4% | -5.1% | +2.6% |
| 30D | +7.7% | +4.9% | +2.8% | +7.2% |
| 3M | -30.1% | +29.3% | -59.4% | -31.9% |
| 6M | +22.8% | -11.3% | +34.1% | +24.1% |
| YTD | +0.2% | +1.8% | -1.6% | -0.3% |
| 1Y | +7.9% | +25.3% | -17.5% | +4.7% |
| 3Y | +55.8% | +9.1% | +46.7% | +52.1% |
| All | +30.9% | -35.0% | +65.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling