+272.2%
QCOM vs OKE
+262.7%
+9.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.9% | 0.0% | +5.0% | +4.9% |
| 30D | +9.3% | +4.6% | +4.7% | +7.9% |
| 3M | -7.0% | +6.9% | -13.9% | -9.2% |
| 6M | +32.0% | +15.8% | +16.3% | +25.1% |
| YTD | +5.0% | +35.2% | -30.2% | -5.4% |
| 1Y | +13.6% | +37.6% | -24.0% | +1.7% |
| 3Y | +77.6% | +72.0% | +5.5% | +48.0% |
| 5Y | +38.2% | +139.0% | -100.7% | +5.2% |
| All | +272.2% | +262.7% | +9.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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