+242.6%
QCOM vs DRI
+331.7%
-89.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +1.1% | +3.2% | +3.9% |
| 30D | -0.1% | +9.7% | -9.8% | -3.0% |
| 3M | +5.2% | +3.2% | +2.1% | +3.8% |
| 6M | -18.4% | +20.6% | -38.9% | -23.8% |
| YTD | +2.4% | +28.3% | -25.8% | -6.7% |
| 1Y | +0.9% | +34.5% | -33.6% | -9.6% |
| 3Y | +48.4% | +66.5% | -18.1% | +21.9% |
| 5Y | +16.6% | +79.6% | -63.1% | -7.1% |
| All | +242.6% | +331.7% | -89.1% | +118.6% |
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