+48.4%
QCOM vs O
+39.0%
+9.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +4.3% | -0.4% | +4.6% | +4.3% |
| 30D | -0.1% | +7.1% | -7.2% | -0.2% |
| 3M | +5.2% | -5.2% | +10.5% | +5.1% |
| 6M | -18.4% | -1.8% | -16.6% | -18.6% |
| YTD | +2.4% | +9.1% | -6.7% | +0.2% |
| 1Y | +0.9% | +9.7% | -8.8% | -1.5% |
| 3Y | +48.4% | +39.1% | +9.2% | +35.0% |
| All | +48.4% | +39.0% | +9.4% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling