+216.5%
QCOM vs O
+69.5%
+147.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.4% | +3.7% | -3.3% | -0.9% |
| 30D | -6.6% | +11.2% | -17.8% | -10.1% |
| 3M | +3.7% | -4.0% | +7.7% | +5.0% |
| 6M | -13.3% | -5.2% | -8.1% | -12.3% |
| YTD | -1.8% | +9.5% | -11.3% | -6.1% |
| 1Y | -2.5% | +10.6% | -13.1% | -7.2% |
| 3Y | +47.0% | +38.1% | +8.9% | +26.5% |
| 5Y | +13.1% | +10.2% | +2.9% | +6.3% |
| All | +216.5% | +69.5% | +147.0% | +154.0% |
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