+30.9%
QCOM vs DRI
+72.9%
-42.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.3% | +0.6% | +2.8% | +3.1% |
| 30D | +7.7% | +3.8% | +3.9% | +5.7% |
| 3M | -30.1% | +13.0% | -43.1% | -34.3% |
| 6M | +22.8% | +8.3% | +14.5% | +17.4% |
| YTD | +0.2% | +20.6% | -20.4% | -9.5% |
| 1Y | +7.9% | +6.5% | +1.4% | +2.9% |
| 3Y | +55.8% | +53.7% | +2.1% | +19.4% |
| All | +30.9% | +72.9% | -42.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling