+250.3%
QCOM vs DOC
-2.1%
+252.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +3.3% | -1.5% | +4.8% | +3.9% |
| 30D | +7.7% | -4.8% | +12.5% | +9.5% |
| 3M | -30.1% | +6.9% | -36.9% | -32.1% |
| 6M | +22.8% | +20.7% | +2.1% | +13.3% |
| YTD | +0.2% | +34.1% | -34.0% | -11.3% |
| 1Y | +7.9% | +22.6% | -14.8% | -1.3% |
| 3Y | +55.8% | +20.8% | +35.0% | +40.8% |
| 5Y | +30.1% | -24.9% | +54.9% | +38.3% |
| All | +250.3% | -2.1% | +252.4% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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