+1,431.9%
QCOM vs OVV
+162.8%
+1,269.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -30.1% | +9.8% | -39.9% | -31.7% |
| 6M | +22.8% | +26.6% | -3.7% | +16.0% |
| YTD | +0.2% | +67.0% | -66.8% | -10.9% |
| 1Y | +7.9% | +55.9% | -48.1% | -3.0% |
| 3Y | +55.8% | +45.5% | +10.3% | +39.7% |
| 5Y | +30.1% | +157.3% | -127.3% | +0.6% |
| 10Y | +248.9% | +65.0% | +183.9% | +124.8% |
| All | +1,431.9% | +162.8% | +1,269.1% | +571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling