+11,845.5%
QCOM vs DVA
+5,239.3%
+6,606.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.2% |
| 7D | +5.8% | -0.1% | +5.9% | +5.7% |
| 30D | -2.3% | +3.5% | -5.8% | -3.0% |
| 3M | +2.7% | +1.0% | +1.7% | +2.2% |
| 6M | -21.0% | -6.6% | -14.4% | -20.7% |
| YTD | +1.8% | +63.3% | -61.5% | -8.6% |
| 1Y | +2.4% | +50.0% | -47.6% | -6.7% |
| 3Y | +52.1% | +120.1% | -67.9% | +27.8% |
| 5Y | +14.6% | +73.7% | -59.1% | -2.1% |
| 10Y | +230.9% | +212.7% | +18.1% | +149.1% |
| All | +11,845.5% | +5,239.3% | +6,606.2% | +6,769.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling