+9,698.5%
QCOM vs DIA
+1,119.2%
+8,579.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.6% |
| 7D | +5.5% | +0.9% | +4.6% | +4.7% |
| 30D | -1.1% | +1.1% | -2.2% | -2.0% |
| 3M | +7.6% | -2.9% | +10.5% | +12.0% |
| 6M | -20.1% | +5.9% | -26.0% | -24.8% |
| YTD | +3.0% | +9.8% | -6.7% | -6.9% |
| 1Y | +3.2% | +11.7% | -8.5% | -8.6% |
| 3Y | +48.9% | +59.5% | -10.7% | -12.1% |
| 5Y | +21.1% | +57.5% | -36.5% | -25.3% |
| 10Y | +242.8% | +235.9% | +6.9% | -13.5% |
| All | +9,698.5% | +1,119.2% | +8,579.3% | +610.1% |
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 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