+51,000.2%
QCOM vs DTE
+2,339.1%
+48,661.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +2.7% |
| 7D | +5.8% | +1.8% | +4.0% | +5.2% |
| 30D | -2.3% | +9.0% | -11.3% | -5.5% |
| 3M | +2.7% | -0.2% | +2.9% | +2.7% |
| 6M | -21.0% | +0.1% | -21.1% | -21.5% |
| YTD | +1.8% | +10.0% | -8.2% | -2.7% |
| 1Y | +2.4% | +4.7% | -2.2% | -0.3% |
| 3Y | +52.1% | +55.7% | -3.5% | +24.1% |
| 5Y | +14.6% | +45.1% | -30.5% | -4.7% |
| 10Y | +230.9% | +145.1% | +85.8% | +113.0% |
| All | +51,000.2% | +2,339.1% | +48,661.1% | +11,866.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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