+400.5%
QCOM vs ON
+179.8%
+220.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +5.5% | -4.1% | +9.7% | +6.7% |
| 30D | -1.1% | -10.2% | +9.1% | +1.9% |
| 3M | +7.6% | -12.7% | +20.3% | +11.2% |
| 6M | -20.1% | -32.5% | +12.5% | -12.1% |
| YTD | +3.0% | +28.6% | -25.5% | -5.4% |
| 1Y | +3.2% | +43.4% | -40.2% | -8.0% |
| 3Y | +48.9% | +3.3% | +45.6% | +41.0% |
| 5Y | +21.1% | +22.5% | -1.4% | +8.4% |
| 10Y | +242.8% | +535.7% | -292.9% | +102.0% |
| All | +400.5% | +179.8% | +220.7% | +150.7% |
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