+263.7%
QCOM vs DLR
+163.6%
+100.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.9% |
| 7D | +5.1% | +3.4% | +1.7% | +3.7% |
| 30D | +4.3% | -2.2% | +6.5% | +5.1% |
| 3M | -19.6% | +4.7% | -24.4% | -21.5% |
| 6M | +29.5% | +9.0% | +20.5% | +24.7% |
| YTD | +3.4% | +24.1% | -20.8% | -5.7% |
| 1Y | +10.9% | +20.9% | -10.0% | +2.0% |
| 3Y | +74.8% | +60.0% | +14.7% | +42.3% |
| 5Y | +36.2% | +35.3% | +0.9% | +14.6% |
| 10Y | +263.7% | +165.8% | +98.0% | +147.3% |
| All | +263.7% | +163.6% | +100.1% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling