-2.5%
QCOM vs ON
+26.7%
-29.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.4% | -11.7% | +12.0% | +5.8% |
| 30D | -6.6% | -23.3% | +16.7% | +4.3% |
| 3M | +3.7% | -19.2% | +22.9% | +12.6% |
| 6M | -13.3% | -40.1% | +26.8% | +6.7% |
| YTD | -1.8% | +16.9% | -18.7% | -1.6% |
| 1Y | -2.5% | +29.7% | -32.2% | -6.4% |
| All | -2.5% | +26.7% | -29.2% | -6.4% |
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