+50,186.6%
QCOM vs DOC
+1,762.7%
+48,424.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +3.3% | -1.5% | +4.8% | +3.8% |
| 30D | +7.7% | -4.8% | +12.5% | +9.4% |
| 3M | -30.1% | +6.9% | -36.9% | -31.9% |
| 6M | +22.8% | +20.7% | +2.1% | +14.2% |
| YTD | +0.2% | +34.1% | -34.0% | -10.2% |
| 1Y | +7.9% | +22.6% | -14.8% | -0.5% |
| 3Y | +55.8% | +20.8% | +35.0% | +42.4% |
| 5Y | +30.1% | -24.9% | +54.9% | +38.1% |
| 10Y | +248.9% | -1.8% | +250.7% | +222.0% |
| All | +50,186.6% | +1,762.7% | +48,424.0% | +20,927.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling