+258.8%
QCOM vs DOW
-5.5%
+264.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +4.3% | +5.2% | -1.0% | +2.2% |
| 30D | -0.1% | +13.2% | -13.3% | -5.3% |
| 3M | +5.2% | +10.1% | -4.9% | +0.5% |
| 6M | -18.4% | -13.1% | -5.3% | -14.9% |
| YTD | +2.4% | +46.1% | -43.7% | -17.4% |
| 1Y | +0.9% | +50.0% | -49.1% | -19.7% |
| 3Y | +48.4% | -20.2% | +68.6% | +51.9% |
| 5Y | +16.6% | -27.7% | +44.3% | +24.0% |
| All | +258.8% | -5.5% | +264.3% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling