+230.9%
QCOM vs O
+69.9%
+161.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +5.8% | +3.3% | +2.5% | +4.6% |
| 30D | -2.3% | +10.3% | -12.6% | -5.7% |
| 3M | +2.7% | -3.5% | +6.2% | +3.9% |
| 6M | -21.0% | -1.3% | -19.7% | -21.2% |
| YTD | +1.8% | +10.3% | -8.5% | -2.9% |
| 1Y | +2.4% | +10.4% | -8.0% | -2.4% |
| 3Y | +52.1% | +40.0% | +12.1% | +30.2% |
| 5Y | +14.6% | +12.4% | +2.3% | +7.0% |
| 10Y | +230.9% | +78.2% | +152.7% | +157.6% |
| All | +230.9% | +69.9% | +161.0% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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