+183.8%
QCOM vs DT
+72.4%
+111.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.3% |
| 7D | +5.8% | -20.2% | +26.0% | +13.0% |
| 30D | -2.3% | -30.8% | +28.5% | +9.2% |
| 3M | +2.7% | -10.2% | +12.9% | +5.5% |
| 6M | -21.0% | +8.0% | -29.1% | -24.6% |
| YTD | +1.8% | +1.5% | +0.4% | -1.7% |
| 1Y | +2.4% | -6.9% | +9.3% | +1.6% |
| 3Y | +52.1% | -10.9% | +63.0% | +50.2% |
| 5Y | +14.6% | -42.2% | +56.8% | +22.2% |
| All | +183.8% | +72.4% | +111.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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