-2.5%
QCOM vs QLD
+1.8%
-4.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +3.6% |
| 7D | +0.4% | -10.3% | +10.6% | +8.8% |
| 30D | -6.6% | -26.1% | +19.4% | +16.7% |
| 3M | +3.7% | -17.8% | +21.4% | +19.7% |
| 6M | -13.3% | -15.6% | +2.2% | -0.1% |
| YTD | -1.8% | +5.4% | -7.2% | +2.1% |
| 1Y | -2.5% | +5.2% | -7.7% | +1.3% |
| All | -2.5% | +1.8% | -4.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling