+14.1%
QCOM vs OVV
+107.0%
-92.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +4.3% | +8.0% | -3.8% | +2.4% |
| 30D | -0.1% | -2.0% | +2.0% | +0.1% |
| 3M | +5.2% | +5.4% | -0.2% | +3.3% |
| 6M | -18.4% | +14.3% | -32.6% | -22.0% |
| YTD | +2.4% | +69.4% | -67.0% | -13.3% |
| 1Y | +0.9% | +72.4% | -71.5% | -15.1% |
| 3Y | +48.4% | +58.4% | -10.0% | +24.2% |
| All | +14.1% | +107.0% | -92.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling