+462.5%
QCOM vs DG
+606.1%
-143.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +3.3% | +8.4% | -5.1% | +1.8% |
| 30D | +7.7% | +4.9% | +2.8% | +6.7% |
| 3M | -30.1% | +29.3% | -59.4% | -33.5% |
| 6M | +22.8% | -11.3% | +34.1% | +24.8% |
| YTD | +0.2% | +1.8% | -1.6% | -0.9% |
| 1Y | +7.9% | +25.3% | -17.5% | +2.0% |
| 3Y | +55.8% | +9.1% | +46.7% | +46.1% |
| 5Y | +30.1% | -34.9% | +64.9% | +36.6% |
| 10Y | +248.9% | +108.2% | +140.7% | +193.2% |
| All | +462.5% | +606.1% | -143.6% | +287.1% |
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