+199.9%
QCOM vs QLD
+1,338.5%
-1,138.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -12.7% | +3.2% | -1.9% |
| 7D | -15.5% | -18.6% | +3.1% | -4.3% |
| 30D | -13.4% | -28.3% | +14.9% | +5.5% |
| 3M | 0.0% | -20.4% | +20.4% | +14.6% |
| 6M | -15.2% | -14.3% | -0.9% | -6.6% |
| YTD | -6.9% | +2.8% | -9.7% | -8.1% |
| 1Y | -11.0% | -1.2% | -9.7% | -10.3% |
| 3Y | +39.8% | +135.3% | -95.6% | -16.1% |
| 5Y | +7.2% | +62.6% | -55.4% | -25.8% |
| All | +199.9% | +1,338.5% | -1,138.6% | -40.5% |
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