+230.9%
QCOM vs DKS
+244.9%
-14.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.4% |
| 7D | +5.8% | +3.8% | +2.0% | +4.9% |
| 30D | -2.3% | +8.1% | -10.4% | -4.3% |
| 3M | +2.7% | -28.6% | +31.3% | +9.4% |
| 6M | -21.0% | -33.6% | +12.6% | -14.3% |
| YTD | +1.8% | -23.8% | +25.6% | +6.4% |
| 1Y | +2.4% | -30.7% | +33.2% | +9.6% |
| 3Y | +52.1% | +41.5% | +10.6% | +34.8% |
| 5Y | +14.6% | +23.0% | -8.4% | +0.3% |
| 10Y | +230.9% | +236.0% | -5.1% | +100.8% |
| All | +230.9% | +244.9% | -14.1% | +100.8% |
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