+179.3%
QCOM vs DT
+103.5%
+75.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +3.3% | -3.3% | +6.6% | +4.3% |
| 30D | +7.7% | +2.0% | +5.7% | +6.7% |
| 3M | -30.1% | +20.0% | -50.1% | -34.6% |
| 6M | +22.8% | +39.3% | -16.4% | +7.9% |
| YTD | +0.2% | +19.8% | -19.6% | -7.8% |
| 1Y | +7.9% | +4.3% | +3.6% | +3.7% |
| 3Y | +55.8% | +7.7% | +48.1% | +45.4% |
| 5Y | +30.1% | -26.8% | +56.9% | +29.1% |
| All | +179.3% | +103.5% | +75.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling