+557.9%
QCOM vs DLR
+3,595.7%
-3,037.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +1.6% | +1.8% | +2.8% |
| 30D | +7.7% | -3.4% | +11.1% | +8.9% |
| 3M | -30.1% | +0.5% | -30.6% | -30.5% |
| 6M | +22.8% | +4.6% | +18.3% | +20.5% |
| YTD | +0.2% | +23.4% | -23.2% | -7.5% |
| 1Y | +7.9% | +19.0% | -11.2% | +0.6% |
| 3Y | +55.8% | +56.5% | -0.7% | +30.7% |
| 5Y | +30.1% | +33.3% | -3.3% | +13.1% |
| 10Y | +248.9% | +165.1% | +83.7% | +132.0% |
| All | +557.9% | +3,595.7% | -3,037.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling