+75.8%
QCOM vs OSCR
+401.8%
-326.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +7.8% | +1.6% | +6.2% | +7.7% |
| 30D | +12.2% | +10.7% | +1.5% | +11.3% |
| 3M | -9.9% | +13.4% | -23.2% | -11.1% |
| 6M | +36.9% | +144.6% | -107.6% | +24.6% |
| YTD | +8.0% | +128.0% | -120.0% | -1.3% |
| 1Y | +15.0% | +68.7% | -53.6% | +7.2% |
| 3Y | +75.8% | +398.8% | -323.0% | +33.9% |
| All | +75.8% | +401.8% | -326.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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