+52.4%
QCOM vs OKE
+60.6%
-8.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +13.0% | +3.0% | +10.0% | +12.3% |
| 30D | +0.2% | -3.8% | +3.9% | +0.9% |
| 3M | +9.2% | -2.8% | +12.1% | +9.5% |
| 6M | -15.0% | +2.8% | -17.8% | -16.8% |
| YTD | +5.2% | +26.9% | -21.7% | -6.5% |
| 1Y | +2.4% | +35.4% | -33.0% | -11.8% |
| All | +52.4% | +60.6% | -8.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling