+74.8%
QCOM vs ONON
-6.6%
+81.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.7% | +3.8% |
| 7D | +5.1% | -1.7% | +6.7% | +5.5% |
| 30D | +4.3% | -27.4% | +31.7% | +12.2% |
| 3M | -19.6% | -26.5% | +6.9% | -14.1% |
| 6M | +29.5% | -34.2% | +63.7% | +41.9% |
| YTD | +3.4% | -41.3% | +44.7% | +17.0% |
| 1Y | +10.9% | -39.7% | +50.6% | +24.0% |
| 3Y | +74.8% | -7.8% | +82.6% | +71.2% |
| All | +74.8% | -6.6% | +81.4% | +71.2% |
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 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