-26.3%
QCOM vs ON
-32.2%
+6.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +5.5% | -4.1% | +9.7% | +7.6% |
| 30D | -1.1% | -10.2% | +9.1% | +4.0% |
| 3M | +7.6% | -12.7% | +20.3% | +13.6% |
| All | -26.3% | -32.2% | +6.0% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling