+262.2%
QCOM vs DOW
-15.4%
+277.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +3.0% |
| 7D | +5.1% | -2.9% | +8.0% | +6.3% |
| 30D | +4.3% | +2.0% | +2.3% | +3.1% |
| 3M | -19.6% | -12.5% | -7.1% | -16.0% |
| 6M | +29.5% | -9.2% | +38.7% | +30.6% |
| YTD | +3.4% | +30.8% | -27.4% | -12.3% |
| 1Y | +10.9% | +29.4% | -18.5% | -6.2% |
| 3Y | +74.8% | -34.6% | +109.3% | +95.6% |
| 5Y | +36.2% | -35.9% | +72.1% | +52.5% |
| All | +262.2% | -15.4% | +277.6% | +221.8% |
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