+19.7%
QCOM vs DRI
+78.6%
-58.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.3% |
| 30D | +1.2% | +14.7% | -13.5% | -4.3% |
| 3M | +9.1% | +5.4% | +3.7% | +6.2% |
| 6M | -25.0% | +18.8% | -43.8% | -31.2% |
| YTD | +4.8% | +28.4% | -23.5% | -8.0% |
| 1Y | +3.6% | +37.7% | -34.1% | -12.2% |
| 3Y | +51.5% | +68.0% | -16.5% | +10.8% |
| 5Y | +19.7% | +78.8% | -59.1% | -19.5% |
| All | +19.7% | +78.6% | -58.9% | -19.5% |
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