+71.8%
QCOM vs QS
-44.4%
+116.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +3.3% | -2.3% | +5.6% | +3.6% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | -39.6% | +9.6% | -26.9% |
| 6M | +22.8% | -21.7% | +44.6% | +25.1% |
| YTD | +0.2% | -47.4% | +47.6% | +5.2% |
| 1Y | +7.9% | -28.4% | +36.2% | +8.8% |
| 3Y | +55.8% | -22.6% | +78.4% | +47.8% |
| 5Y | +30.1% | -75.6% | +105.7% | +26.4% |
| All | +71.8% | -44.4% | +116.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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