+242.6%
QCOM vs DVA
+193.2%
+49.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +4.3% | -8.8% | +13.0% | +6.3% |
| 30D | -0.1% | -3.4% | +3.3% | +0.4% |
| 3M | +5.2% | -2.6% | +7.8% | +5.4% |
| 6M | -18.4% | -11.9% | -6.5% | -17.0% |
| YTD | +2.4% | +53.6% | -51.2% | -10.0% |
| 1Y | +0.9% | +41.9% | -41.0% | -9.6% |
| 3Y | +48.4% | +97.5% | -49.1% | +20.1% |
| 5Y | +16.6% | +65.0% | -48.4% | -5.1% |
| All | +242.6% | +193.2% | +49.5% | +151.9% |
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