-13.3%
QCOM vs DIA
+3.8%
-17.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.2% |
| 7D | +0.4% | -0.9% | +1.3% | +2.8% |
| 30D | -6.6% | +0.3% | -6.9% | -5.9% |
| 3M | +3.7% | -4.5% | +8.2% | +11.8% |
| 6M | -13.3% | +3.4% | -16.7% | -13.7% |
| All | -13.3% | +3.8% | -17.1% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling