+23.7%
QCOM vs DOCN
-8.3%
+32.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.2% | +12.5% | +7.0% |
| 7D | -5.3% | -20.0% | +14.7% | -0.4% |
| 30D | -4.2% | -38.8% | +34.6% | +6.5% |
| 3M | +7.0% | -34.8% | +41.9% | +16.2% |
| 6M | +3.8% | -22.8% | +26.6% | +5.9% |
| YTD | +2.8% | +74.6% | -71.8% | -16.3% |
| 1Y | +2.3% | +116.4% | -114.1% | -21.6% |
| 3Y | +54.4% | +239.3% | -184.9% | -0.1% |
| 5Y | +23.7% | -20.2% | +43.9% | +0.3% |
| All | +23.7% | -8.3% | +32.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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