+250.3%
QCOM vs OVV
+63.7%
+186.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +3.3% | +0.3% | +3.1% | +3.3% |
| 30D | +7.7% | +11.7% | -4.0% | +5.5% |
| 3M | -30.1% | +9.8% | -39.9% | -31.4% |
| 6M | +22.8% | +26.6% | -3.7% | +16.8% |
| YTD | +0.2% | +67.0% | -66.8% | -9.6% |
| 1Y | +7.9% | +55.9% | -48.1% | -1.7% |
| 3Y | +55.8% | +45.5% | +10.3% | +41.6% |
| 5Y | +30.1% | +157.3% | -127.3% | +5.6% |
| All | +250.3% | +63.7% | +186.7% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling