+36.1%
QCOM vs ONON
-20.9%
+57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +3.3% | -3.0% | +6.3% | +4.2% |
| 30D | +7.7% | -26.7% | +34.4% | +16.1% |
| 3M | -30.1% | -25.3% | -4.8% | -25.3% |
| 6M | +22.8% | -35.3% | +58.1% | +35.6% |
| YTD | +0.2% | -39.8% | +40.0% | +12.8% |
| 1Y | +7.9% | -39.2% | +47.1% | +20.3% |
| 3Y | +55.8% | -4.2% | +60.1% | +47.2% |
| All | +36.1% | -20.9% | +57.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling