+14.1%
QCOM vs DIA
+57.3%
-43.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.8% |
| 7D | +4.3% | +2.1% | +2.1% | +0.9% |
| 30D | -0.1% | +1.5% | -1.6% | -1.9% |
| 3M | +5.2% | -2.4% | +7.6% | +9.8% |
| 6M | -18.4% | +6.0% | -24.3% | -24.9% |
| YTD | +2.4% | +10.1% | -7.7% | -10.9% |
| 1Y | +0.9% | +11.8% | -10.9% | -14.3% |
| 3Y | +48.4% | +59.7% | -11.3% | -27.1% |
| All | +14.1% | +57.3% | -43.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling