+52,520.0%
QCOM vs DTE
+2,362.8%
+50,157.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.6% |
| 7D | +2.0% | +1.6% | +0.4% | +1.4% |
| 30D | +1.2% | +9.1% | -7.9% | -2.1% |
| 3M | +9.1% | +2.4% | +6.7% | +8.0% |
| 6M | -25.0% | -0.2% | -24.7% | -25.3% |
| YTD | +4.8% | +11.0% | -6.2% | -0.2% |
| 1Y | +3.6% | +3.4% | +0.2% | +1.4% |
| 3Y | +51.5% | +57.1% | -5.6% | +23.1% |
| 5Y | +19.7% | +46.6% | -26.8% | -0.8% |
| 10Y | +245.8% | +151.3% | +94.5% | +120.4% |
| All | +52,520.0% | +2,362.8% | +50,157.3% | +12,178.2% |
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