+251.9%
QCOM vs OVV
+57.6%
+194.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +13.0% | +6.5% | +6.5% | +11.8% |
| 30D | +0.2% | -2.7% | +2.8% | +0.4% |
| 3M | +9.2% | +3.1% | +6.1% | +8.2% |
| 6M | -15.0% | +12.8% | -27.8% | -17.5% |
| YTD | +5.2% | +68.1% | -63.0% | -5.5% |
| 1Y | +2.4% | +73.6% | -71.3% | -8.7% |
| 3Y | +52.0% | +57.6% | -5.6% | +36.1% |
| 5Y | +19.7% | +104.5% | -84.8% | +0.4% |
| All | +251.9% | +57.6% | +194.3% | +140.8% |
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