+281.8%
QCOM vs EOG
+115.2%
+166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | +9.4% | +3.4% | +6.0% | +8.4% |
| 3M | -13.7% | +7.8% | -21.5% | -15.9% |
| 6M | +28.9% | +13.4% | +15.5% | +23.5% |
| YTD | +4.7% | +43.5% | -38.7% | -5.8% |
| 1Y | +13.5% | +29.7% | -16.2% | +4.8% |
| 3Y | +77.1% | +23.2% | +53.9% | +64.0% |
| 5Y | +38.9% | +176.4% | -137.5% | +3.6% |
| 10Y | +281.8% | +119.1% | +162.7% | +172.4% |
| All | +281.8% | +115.2% | +166.6% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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