+451.4%
QCOM vs DG
+612.5%
-161.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.6% | +6.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | -6.6% | +9.5% | -16.1% | -8.3% |
| 3M | +3.7% | +5.5% | -1.8% | +2.3% |
| 6M | -13.3% | +16.1% | -29.4% | -16.4% |
| YTD | -1.8% | +2.7% | -4.5% | -3.4% |
| 1Y | -2.5% | +42.1% | -44.6% | -10.3% |
| 3Y | +47.0% | +19.3% | +27.7% | +34.7% |
| 5Y | +13.1% | -35.3% | +48.5% | +18.7% |
| 10Y | +224.7% | +123.9% | +100.8% | +169.1% |
| All | +451.4% | +612.5% | -161.1% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling