+216.5%
QCOM vs DIA
+242.5%
-26.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.0% |
| 7D | +0.4% | -0.9% | +1.3% | +1.9% |
| 30D | -6.6% | +0.3% | -6.9% | -6.5% |
| 3M | +3.7% | -4.5% | +8.2% | +10.3% |
| 6M | -13.3% | +3.4% | -16.7% | -16.2% |
| YTD | -1.8% | +7.8% | -9.6% | -9.4% |
| 1Y | -2.5% | +10.7% | -13.3% | -13.0% |
| 3Y | +47.0% | +57.5% | -10.6% | -12.0% |
| 5Y | +13.1% | +53.7% | -40.6% | -28.6% |
| All | +216.5% | +242.5% | -26.0% | +3.9% |
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