+49.4%
QCOM vs DOCN
+171.0%
-121.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +7.7% | -9.6% | +17.3% | +9.4% |
| 3M | -30.1% | -37.7% | +7.6% | -23.4% |
| 6M | +22.8% | +115.2% | -92.4% | -1.4% |
| YTD | +0.2% | +133.7% | -133.5% | -22.1% |
| 1Y | +7.9% | +250.2% | -242.3% | -24.5% |
| 3Y | +55.8% | +320.3% | -264.5% | -1.1% |
| 5Y | +30.1% | +53.1% | -23.0% | -5.2% |
| All | +49.4% | +171.0% | -121.6% | +0.7% |
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