+23.7%
QCOM vs DOC
-22.8%
+46.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.1% |
| 7D | -5.3% | +8.7% | -14.1% | -8.4% |
| 30D | -4.2% | +7.6% | -11.8% | -7.1% |
| 3M | +7.0% | -5.3% | +12.3% | +9.2% |
| 6M | +3.8% | +27.6% | -23.8% | -7.8% |
| YTD | +2.8% | +32.4% | -29.6% | -10.6% |
| 1Y | +2.3% | +22.9% | -20.6% | -8.1% |
| 3Y | +54.4% | +43.1% | +11.3% | +24.9% |
| 5Y | +23.7% | -21.4% | +45.1% | +45.8% |
| All | +23.7% | -22.8% | +46.5% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling