+14.1%
QCOM vs DT
-37.8%
+51.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +4.3% | +3.1% | +1.1% | +3.2% |
| 30D | -0.1% | -29.5% | +29.5% | +11.5% |
| 3M | +5.2% | -11.7% | +17.0% | +8.9% |
| 6M | -18.4% | +29.0% | -47.3% | -26.7% |
| YTD | +2.4% | +3.4% | -1.0% | -1.9% |
| 1Y | +0.9% | -4.2% | +5.1% | -0.7% |
| 3Y | +48.4% | -12.8% | +61.2% | +47.6% |
| All | +14.1% | -37.8% | +51.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling