+50,186.6%
QCOM vs DTE
+2,277.4%
+47,909.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +7.7% | -2.6% | +10.3% | +8.8% |
| 3M | -30.1% | -3.9% | -26.2% | -29.3% |
| 6M | +22.8% | -7.9% | +30.8% | +26.0% |
| YTD | +0.2% | +7.2% | -7.0% | -3.2% |
| 1Y | +7.9% | +3.1% | +4.8% | +5.6% |
| 3Y | +55.8% | +47.6% | +8.2% | +29.6% |
| 5Y | +30.1% | +32.7% | -2.7% | +12.1% |
| 10Y | +248.9% | +138.8% | +110.1% | +126.7% |
| All | +50,186.6% | +2,277.4% | +47,909.2% | +11,800.0% |
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