+245.8%
QCOM vs OVV
+51.8%
+194.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.3% | +1.2% |
| 7D | +2.0% | +1.2% | +0.7% | +1.8% |
| 30D | +1.2% | -2.5% | +3.8% | +1.5% |
| 3M | +9.1% | +0.5% | +8.6% | +8.6% |
| 6M | -25.0% | +8.5% | -33.5% | -26.6% |
| YTD | +4.8% | +64.5% | -59.6% | -5.4% |
| 1Y | +3.6% | +64.7% | -61.1% | -6.7% |
| 3Y | +51.5% | +54.1% | -2.7% | +36.2% |
| 5Y | +19.7% | +95.4% | -75.7% | +1.1% |
| 10Y | +245.8% | +54.9% | +190.9% | +136.9% |
| All | +245.8% | +51.8% | +194.0% | +136.9% |
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