+242.8%
QCOM vs DRI
+343.2%
-100.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.5% | +4.2% | +1.3% | +4.2% |
| 30D | -1.1% | +15.7% | -16.8% | -5.6% |
| 3M | +7.6% | +5.8% | +1.8% | +5.3% |
| 6M | -20.1% | +18.4% | -38.5% | -25.0% |
| YTD | +3.0% | +28.2% | -25.2% | -6.1% |
| 1Y | +3.2% | +35.9% | -32.7% | -7.8% |
| 3Y | +48.9% | +67.7% | -18.9% | +22.0% |
| 5Y | +21.1% | +77.9% | -56.8% | -3.2% |
| 10Y | +242.8% | +338.7% | -95.9% | +124.4% |
| All | +242.8% | +343.2% | -100.5% | +124.4% |
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