+216.5%
QCOM vs OVV
+50.1%
+166.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.6% |
| 7D | +0.4% | -16.7% | +17.0% | +3.4% |
| 30D | -6.6% | -1.5% | -5.1% | -6.6% |
| 3M | +3.7% | +1.6% | +2.1% | +2.9% |
| 6M | -13.3% | +2.0% | -15.4% | -14.4% |
| YTD | -1.8% | +56.8% | -58.6% | -10.7% |
| 1Y | -2.5% | +64.8% | -67.3% | -12.3% |
| 3Y | +47.0% | +38.3% | +8.7% | +34.5% |
| 5Y | +13.1% | +84.9% | -71.8% | -3.5% |
| All | +216.5% | +50.1% | +166.4% | +117.8% |
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