+263.7%
QCOM vs DIA
+246.5%
+17.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +4.6% |
| 7D | +5.1% | +0.1% | +5.0% | +4.9% |
| 30D | +4.3% | -2.1% | +6.3% | +6.9% |
| 3M | -19.6% | +4.2% | -23.8% | -23.5% |
| 6M | +29.5% | +11.9% | +17.6% | +13.2% |
| YTD | +3.4% | +10.8% | -7.5% | -8.4% |
| 1Y | +10.9% | +17.5% | -6.6% | -8.2% |
| 3Y | +74.8% | +59.9% | +14.8% | +2.2% |
| 5Y | +36.2% | +64.1% | -28.0% | -20.6% |
| 10Y | +263.7% | +246.2% | +17.5% | +3.2% |
| All | +263.7% | +246.5% | +17.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling