+216.5%
QCOM vs DRI
+367.2%
-150.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | -6.6% | +13.3% | -19.9% | -10.2% |
| 3M | +3.7% | +8.2% | -4.5% | +0.7% |
| 6M | -13.3% | +17.5% | -30.9% | -18.5% |
| YTD | -1.8% | +26.9% | -28.7% | -10.2% |
| 1Y | -2.5% | +31.6% | -34.1% | -12.0% |
| 3Y | +47.0% | +67.0% | -20.0% | +20.7% |
| 5Y | +13.1% | +72.9% | -59.8% | -8.8% |
| All | +216.5% | +367.2% | -150.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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