+3.6%
QCOM vs DVA
+41.9%
-38.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.5% | +0.6% |
| 7D | +13.0% | -10.7% | +23.7% | +13.7% |
| 30D | +0.2% | -4.4% | +4.6% | +0.4% |
| 3M | +9.2% | -4.1% | +13.3% | +9.3% |
| 6M | -15.0% | -13.2% | -1.8% | -14.8% |
| YTD | +5.2% | +53.2% | -48.0% | +7.1% |
| All | +3.6% | +41.9% | -38.3% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling