+281.8%
QCOM vs DVA
+186.3%
+95.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +4.4% | +2.0% | +2.3% | +3.9% |
| 30D | +9.4% | -0.4% | +9.7% | +9.4% |
| 3M | -13.7% | -7.7% | -6.0% | -12.8% |
| 6M | +28.9% | +20.0% | +8.9% | +22.1% |
| YTD | +4.7% | +61.1% | -56.3% | -8.4% |
| 1Y | +13.5% | +33.9% | -20.4% | +3.8% |
| 3Y | +77.1% | +91.5% | -14.4% | +44.6% |
| 5Y | +38.9% | +41.8% | -2.9% | +19.3% |
| 10Y | +281.8% | +187.5% | +94.3% | +175.2% |
| All | +281.8% | +186.3% | +95.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling