+9,428.0%
QCOM vs DIA
+1,144.9%
+8,283.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +3.3% | -0.2% | +3.5% | +3.5% |
| 30D | +7.7% | -1.5% | +9.2% | +9.6% |
| 3M | -30.1% | +3.8% | -33.8% | -32.9% |
| 6M | +22.8% | +10.3% | +12.6% | +9.6% |
| YTD | +0.2% | +12.1% | -11.9% | -12.2% |
| 1Y | +7.9% | +18.6% | -10.8% | -11.4% |
| 3Y | +55.8% | +60.6% | -4.8% | -9.2% |
| 5Y | +30.1% | +64.4% | -34.4% | -24.1% |
| 10Y | +248.9% | +250.1% | -1.2% | -16.7% |
| All | +9,428.0% | +1,144.9% | +8,283.1% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling