+18,372.6%
QCOM vs DRI
+7,577.6%
+10,795.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -30.1% | +13.0% | -43.1% | -32.9% |
| 6M | +22.8% | +8.3% | +14.5% | +19.2% |
| YTD | +0.2% | +20.6% | -20.4% | -6.0% |
| 1Y | +7.9% | +6.5% | +1.4% | +4.6% |
| 3Y | +55.8% | +53.7% | +2.1% | +33.9% |
| 5Y | +30.1% | +72.7% | -42.6% | +8.0% |
| 10Y | +248.9% | +363.2% | -114.3% | +100.7% |
| All | +18,372.6% | +7,577.6% | +10,795.0% | +4,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling