+1,487.8%
QCOM vs DKS
+6,430.5%
-4,942.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | -6.6% | +7.3% | -14.0% | -8.5% |
| 3M | +3.7% | -28.4% | +32.1% | +10.5% |
| 6M | -13.3% | -36.9% | +23.6% | -4.6% |
| YTD | -1.8% | -27.3% | +25.5% | +4.0% |
| 1Y | -2.5% | -33.2% | +30.7% | +5.4% |
| 3Y | +47.0% | +32.2% | +14.8% | +30.5% |
| 5Y | +13.1% | +22.3% | -9.2% | -1.4% |
| 10Y | +224.7% | +230.5% | -5.8% | +96.5% |
| All | +1,487.8% | +6,430.5% | -4,942.6% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling