+386.7%
QCOM vs ON
+199.0%
+187.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +3.3% | +2.4% | +0.9% | +2.7% |
| 30D | +7.7% | -3.3% | +11.0% | +8.6% |
| 3M | -30.1% | -43.6% | +13.5% | -19.1% |
| 6M | +22.8% | +19.0% | +3.9% | +15.8% |
| YTD | +0.2% | +37.4% | -37.2% | -9.4% |
| 1Y | +7.9% | +54.8% | -46.9% | -5.6% |
| 3Y | +55.8% | -25.2% | +81.0% | +58.6% |
| 5Y | +30.1% | +62.7% | -32.7% | +8.8% |
| 10Y | +248.9% | +574.3% | -325.5% | +102.8% |
| All | +386.7% | +199.0% | +187.7% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling