+54.3%
QCOM vs DT
+9.0%
+45.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | -3.3% | +6.6% | +4.2% |
| 30D | +7.7% | +2.0% | +5.7% | +6.9% |
| 3M | -30.1% | +20.0% | -50.1% | -34.0% |
| 6M | +22.8% | +39.3% | -16.4% | +9.0% |
| YTD | +0.2% | +19.8% | -19.6% | -6.4% |
| 1Y | +7.9% | +4.3% | +3.6% | +5.8% |
| All | +54.3% | +9.0% | +45.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling