+281.8%
QCOM vs DKS
+197.0%
+84.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +4.4% | -2.9% | +7.3% | +5.0% |
| 30D | +9.4% | -37.7% | +47.1% | +20.9% |
| 3M | -13.7% | -38.9% | +25.3% | -4.3% |
| 6M | +28.9% | -31.1% | +60.0% | +38.6% |
| YTD | +4.7% | -31.8% | +36.6% | +12.8% |
| 1Y | +13.5% | -38.0% | +51.5% | +25.1% |
| 3Y | +77.1% | +28.6% | +48.5% | +61.0% |
| 5Y | +38.9% | +12.5% | +26.4% | +24.7% |
| 10Y | +281.8% | +198.3% | +83.4% | +141.6% |
| All | +281.8% | +197.0% | +84.8% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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