+242.8%
QCOM vs DIS
+36.4%
+206.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | +4.4% | +1.1% | +3.5% |
| 30D | -1.1% | +10.3% | -11.5% | -5.7% |
| 3M | +7.6% | +15.5% | -7.9% | +0.1% |
| 6M | -20.1% | +11.2% | -31.3% | -25.0% |
| YTD | +3.0% | +5.6% | -2.5% | -1.1% |
| 1Y | +3.2% | +7.7% | -4.5% | -2.2% |
| 3Y | +48.9% | +39.3% | +9.6% | +20.8% |
| 5Y | +21.1% | -29.5% | +50.6% | +33.9% |
| 10Y | +242.8% | +36.3% | +206.5% | +158.9% |
| All | +242.8% | +36.4% | +206.4% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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