+216.5%
QCOM vs DLR
+166.0%
+50.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -3.6% | +4.0% | +2.1% |
| 30D | -6.6% | -3.5% | -3.1% | -5.0% |
| 3M | +3.7% | -8.9% | +12.6% | +7.9% |
| 6M | -13.3% | -11.6% | -1.7% | -9.2% |
| YTD | -1.8% | +14.9% | -16.7% | -7.4% |
| 1Y | -2.5% | +6.4% | -8.9% | -5.4% |
| 3Y | +47.0% | +47.3% | -0.3% | +23.9% |
| 5Y | +13.1% | +32.8% | -19.7% | -3.5% |
| All | +216.5% | +166.0% | +50.5% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling