+38.8%
QCOM vs DOCN
+70.4%
-31.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.9% | +6.4% | -5.9% |
| 7D | -15.5% | -29.3% | +13.8% | -8.6% |
| 30D | -13.4% | -46.0% | +32.6% | -1.3% |
| 3M | 0.0% | -43.2% | +43.2% | +11.7% |
| 6M | -15.2% | -53.7% | +38.5% | -2.1% |
| YTD | -6.9% | +46.9% | -53.9% | -20.4% |
| 1Y | -11.0% | +54.3% | -65.3% | -25.0% |
| 3Y | +39.8% | +185.5% | -145.8% | -3.6% |
| 5Y | +7.2% | -31.1% | +38.3% | -11.3% |
| All | +38.8% | +70.4% | -31.6% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling