+52.1%
QCOM vs DVA
+118.6%
-66.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.1% |
| 7D | +5.8% | -0.1% | +5.9% | +5.7% |
| 30D | -2.3% | +3.5% | -5.8% | -2.8% |
| 3M | +2.7% | +1.0% | +1.7% | +2.3% |
| 6M | -21.0% | -6.6% | -14.4% | -21.0% |
| YTD | +1.8% | +63.3% | -61.5% | -7.3% |
| 1Y | +2.4% | +50.0% | -47.6% | -5.0% |
| 3Y | +52.1% | +120.1% | -67.9% | +45.7% |
| All | +52.1% | +118.6% | -66.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling