+30.9%
QCOM vs DT
-27.0%
+57.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +3.3% | -3.3% | +6.6% | +4.4% |
| 30D | +7.7% | +2.0% | +5.7% | +6.7% |
| 3M | -30.1% | +20.0% | -50.1% | -34.8% |
| 6M | +22.8% | +39.3% | -16.4% | +7.2% |
| YTD | +0.2% | +19.8% | -19.6% | -8.0% |
| 1Y | +7.9% | +4.3% | +3.6% | +3.8% |
| 3Y | +55.8% | +7.7% | +48.1% | +44.9% |
| All | +30.9% | -27.0% | +57.8% | +25.0% |
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