+2.3%
QCOM vs ON
+41.6%
-39.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.1% |
| 7D | -5.3% | -5.8% | +0.5% | -2.9% |
| 30D | -4.2% | -17.1% | +12.9% | +3.4% |
| 3M | +7.0% | -11.8% | +18.9% | +11.9% |
| 6M | +3.8% | -30.2% | +34.0% | +20.2% |
| YTD | +2.8% | +31.6% | -28.7% | -3.9% |
| 1Y | +2.3% | +47.6% | -45.3% | -10.5% |
| All | +2.3% | +41.6% | -39.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling