+48.4%
QCOM vs DOW
-20.1%
+68.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +4.3% | +5.2% | -1.0% | +2.7% |
| 30D | -0.1% | +13.2% | -13.3% | -4.2% |
| 3M | +5.2% | +10.1% | -4.9% | +1.5% |
| 6M | -18.4% | -13.1% | -5.3% | -14.9% |
| YTD | +2.4% | +46.1% | -43.7% | -16.8% |
| 1Y | +0.9% | +50.0% | -49.1% | -19.2% |
| 3Y | +48.4% | -20.2% | +68.6% | +60.6% |
| All | +48.4% | -20.1% | +68.5% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling