+3.6%
QCOM vs DLR
+9.7%
-6.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -2.0% | +4.0% | +3.2% |
| 30D | +1.2% | +0.5% | +0.7% | +1.3% |
| 3M | +9.1% | -4.4% | +13.6% | +11.2% |
| 6M | -25.0% | -6.4% | -18.5% | -22.7% |
| YTD | +4.8% | +19.5% | -14.6% | +3.1% |
| 1Y | +3.6% | +10.5% | -6.9% | +3.5% |
| All | +3.6% | +9.7% | -6.1% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling