+70.4%
QCOM vs OKE
+70.9%
-0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.8% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | +9.4% | +6.1% | +3.3% | +7.7% |
| 3M | -13.7% | +10.4% | -24.1% | -16.5% |
| 6M | +28.9% | +14.2% | +14.7% | +22.1% |
| YTD | +4.7% | +35.3% | -30.6% | -8.1% |
| 1Y | +13.5% | +40.6% | -27.1% | -2.4% |
| All | +70.4% | +70.9% | -0.5% | +35.2% |
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