+52.4%
QCOM vs ONON
+22.8%
+29.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.5% |
| 7D | +13.0% | -11.9% | +24.9% | +16.4% |
| 30D | +0.2% | -6.8% | +7.0% | +1.6% |
| 3M | +9.2% | +6.6% | +2.6% | +6.8% |
| 6M | -15.0% | -2.2% | -12.8% | -16.2% |
| YTD | +5.2% | -28.9% | +34.0% | +12.8% |
| 1Y | +2.4% | -20.3% | +22.7% | +6.1% |
| All | +52.4% | +22.8% | +29.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling