+19.7%
QCOM vs OKE
+84.5%
-64.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +13.0% | +3.0% | +10.0% | +11.7% |
| 30D | +0.2% | -3.8% | +3.9% | +1.4% |
| 3M | +9.2% | -2.8% | +12.1% | +9.8% |
| 6M | -15.0% | +2.8% | -17.8% | -17.6% |
| YTD | +5.2% | +26.9% | -21.7% | -9.1% |
| 1Y | +2.4% | +35.4% | -33.0% | -14.6% |
| 3Y | +52.0% | +60.1% | -8.2% | +11.7% |
| 5Y | +19.7% | +84.0% | -64.2% | -21.6% |
| All | +19.7% | +84.5% | -64.7% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling