+51,512.8%
QCOM vs DOC
+1,738.4%
+49,774.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.3% |
| 7D | -5.3% | +8.7% | -14.1% | -7.9% |
| 30D | -4.2% | +7.6% | -11.8% | -6.6% |
| 3M | +7.0% | -5.3% | +12.3% | +8.8% |
| 6M | +3.8% | +27.6% | -23.8% | -5.2% |
| YTD | +2.8% | +32.4% | -29.6% | -7.5% |
| 1Y | +2.3% | +22.9% | -20.6% | -5.8% |
| 3Y | +54.4% | +43.1% | +11.3% | +33.5% |
| 5Y | +23.7% | -21.4% | +45.1% | +29.5% |
| 10Y | +240.0% | +16.8% | +223.1% | +197.4% |
| All | +51,512.8% | +1,738.4% | +49,774.3% | +21,550.9% |
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