+216.5%
QCOM vs QLD
+1,375.1%
-1,158.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.0% |
| 7D | +0.4% | -10.3% | +10.6% | +7.1% |
| 30D | -6.6% | -26.1% | +19.4% | +11.8% |
| 3M | +3.7% | -17.8% | +21.4% | +16.5% |
| 6M | -13.3% | -15.6% | +2.2% | -3.6% |
| YTD | -1.8% | +5.4% | -7.2% | -4.4% |
| 1Y | -2.5% | +5.2% | -7.7% | -5.3% |
| 3Y | +47.0% | +139.4% | -92.5% | -12.7% |
| 5Y | +13.1% | +66.7% | -53.6% | -22.8% |
| All | +216.5% | +1,375.1% | -1,158.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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