-18.4%
QCOM vs OKE
+4.0%
-22.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.2% |
| 7D | +4.3% | +5.4% | -1.1% | +6.8% |
| 30D | -0.1% | -1.3% | +1.2% | -0.7% |
| 3M | +5.2% | -2.0% | +7.3% | +4.3% |
| 6M | -18.4% | +3.4% | -21.8% | -15.1% |
| All | -18.4% | +4.0% | -22.4% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling