+263.7%
QCOM vs UDR
+42.1%
+221.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | +5.1% | -2.1% | +7.1% | +5.9% |
| 30D | +4.3% | -5.6% | +9.9% | +6.6% |
| 3M | -19.6% | -5.8% | -13.8% | -18.2% |
| 6M | +29.5% | -1.1% | +30.6% | +29.0% |
| YTD | +3.4% | +1.6% | +1.8% | +1.9% |
| 1Y | +10.9% | -2.7% | +13.6% | +11.0% |
| 3Y | +74.8% | +6.3% | +68.5% | +67.3% |
| 5Y | +36.2% | -19.3% | +55.5% | +43.5% |
| 10Y | +263.7% | +46.0% | +217.8% | +217.3% |
| All | +263.7% | +42.1% | +221.6% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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