+3.2%
QCOM vs DRI
+31.8%
-28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | +4.2% | +1.3% | +5.1% |
| 30D | -1.1% | +15.7% | -16.8% | -2.3% |
| 3M | +7.6% | +5.8% | +1.8% | +6.8% |
| 6M | -20.1% | +18.4% | -38.5% | -22.2% |
| YTD | +3.0% | +28.2% | -25.2% | -3.1% |
| 1Y | +3.2% | +35.9% | -32.7% | -5.1% |
| All | +3.2% | +31.8% | -28.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling