+42.3%
QCOM vs ONON
-24.2%
+66.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +4.4% | -3.5% | +7.8% | +5.3% |
| 30D | +9.4% | -30.8% | +40.2% | +19.8% |
| 3M | -13.7% | -29.8% | +16.2% | -6.2% |
| 6M | +28.9% | -34.8% | +63.7% | +41.9% |
| YTD | +4.7% | -42.3% | +47.0% | +19.2% |
| 1Y | +13.5% | -39.5% | +53.0% | +26.7% |
| 3Y | +77.1% | -9.3% | +86.4% | +69.6% |
| All | +42.3% | -24.2% | +66.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling