+242.8%
QCOM vs DVA
+197.6%
+45.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.9% |
| 7D | +5.5% | -1.6% | +7.1% | +5.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +7.6% | -2.4% | +10.0% | +7.7% |
| 6M | -20.1% | -9.8% | -10.3% | -19.1% |
| YTD | +3.0% | +57.8% | -54.8% | -9.9% |
| 1Y | +3.2% | +49.2% | -45.9% | -8.5% |
| 3Y | +48.9% | +116.0% | -67.2% | +17.9% |
| 5Y | +21.1% | +68.5% | -47.4% | -1.7% |
| 10Y | +242.8% | +198.9% | +43.9% | +154.3% |
| All | +242.8% | +197.6% | +45.2% | +154.3% |
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