-13.3%
QCOM vs ONTO
-39.7%
+26.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.1% | -5.6% | +2.0% |
| 7D | +0.4% | -14.0% | +14.4% | +4.5% |
| 30D | -6.6% | -43.1% | +36.5% | +9.5% |
| 3M | +3.7% | -35.5% | +39.2% | +14.3% |
| 6M | -13.3% | -41.1% | +27.8% | -3.9% |
| All | -13.3% | -39.7% | +26.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 6mo: compounded portfolio wealth divided by compounded ONTO 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…
6mo analysis · Full analysis span regression · 6 months rolling